Chris Brooks

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The dynamics of commodity prices Quantitative Finance	2014-02-20	Paper
RATS handbook to accompany. Introductory econometrics for finance.	2008-12-04	Paper
Introductory econometrics for finance	2008-06-04	Paper
Detecting Intraday Periodicities with Application to High Frequency Exchange Rates Journal of the Royal Statistical Society Series C: Applied Statistics	2007-09-07	Paper
Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors Computational Economics	2003-05-04	Paper
scientific article; zbMATH DE number 1827068 (Why is no real title available?)	2002-11-12	Paper
Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods Computational Economics	1999-09-22	Paper
The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test Computational Economics	1999-09-01	Paper
Forecasting exchange rate volatility using conditional variance models selected by information criteria Economics Letters	1999-01-12	Paper
Chaos in foreign exchange markets: A sceptical view Computational Economics	1998-06-11	Paper

Research outcomes over time

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