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Items where Division is "ICMA Centre" and Year is 1997

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Number of items: 5.


Brooks, C. (1997) GARCH modelling in finance: a review of the software options. The Economic Journal, 107 (443). pp. 1271-1276. ISSN 1468-0297

Brooks, C. (1997) Linear and non-linear (non-)forecastability of high-frequency exchange rates. Journal of Forecasting, 16 (2). pp. 125-145. ISSN 1099-131X doi:<125::AID-FOR648>3.0.CO;2-T


Clements, M. P. (1997) Evaluating the rationality of fixed-event forecasts. Journal of Forecasting, 16 (4). pp. 225-239. ISSN 1099-131X doi:<225::AID-FOR656>3.0.CO;2-L

Clements, M. P. and Hendry, D. F. (1997) An empirical study of seasonal unit roots in forecasting. International Journal of Forecasting, 13 (3). pp. 341-356. ISSN 0169-2070 doi:

Clements, M. P. and Smith, J. (1997) The performance of alternative forecasting methods for SETAR models. International Journal of Forecasting, 13 (4). pp. 463-475. ISSN 0169-2070 doi:

This list was generated on Wed Oct 20 01:11:40 2021 UTC.

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