B

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1997) GARCH modelling in finance: a review of the software options. The Economic Journal, 107 (443). pp. 1271-1276. ISSN 1468-0297

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1997) Linear and non-linear (non-)forecastability of high-frequency exchange rates. Journal of Forecasting, 16 (2). pp. 125-145. ISSN 1099-131X doi: https://doi.org/10.1002/(SICI)1099-131X(199703)16:2<125::AID-FOR648>3.0.CO;2-T

C

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 (1997) Evaluating the rationality of fixed-event forecasts. Journal of Forecasting, 16 (4). pp. 225-239. ISSN 1099-131X doi: https://doi.org/10.1002/(SICI)1099-131X(199707)16:4<225::AID-FOR656>3.0.CO;2-L

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1016/S0169-2070(97)00022-8

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 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: https://doi.org/10.1016/S0169-2070(97)00017-4