B

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1998) Chaos in foreign exchange markets: a sceptical view. Computational Economics, 11 (3). pp. 265-281. ISSN 1572-9974 doi: https://doi.org/10.1023/A:1008650024944

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (1998) Predicting stock index volatility: can market volume help? Journal of Forecasting, 17 (1). pp. 59-80. ISSN 1099-131X doi: https://doi.org/10.1002/(SICI)1099-131X(199801)17:1<59::AID-FOR676>3.0.CO;2-H

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Burke, S. (1998) Forecasting exchange rate volatility using conditional variance models selected by information criteria. Economics Letters, 61 (3). pp. 273-278. ISSN 0165-1765 doi: https://doi.org/10.1016/S0165-1765(98)00178-5

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Hinich, M. J. (1998) Episodic nonstationarity in exchange rates. Applied Economics Letters, 5 (11). pp. 719-722. ISSN 1466-4291 doi: https://doi.org/10.1080/135048598354203

C

Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. (1998) Forecasting Economic Time Series. Cambridge University Press. ISBN 978-0521634809

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Hendry, D. F. (1998) Forecasting economic processes. International Journal of Forecasting, 14 (1). pp. 111-131. ISSN 0169-2070 doi: https://doi.org/10.1016/S0169-2070(97)00057-5

Clements, M. P. ORCID: https://orcid.org/0000-0001-6329-1341 and Krolzig, H.-M. (1998) A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP. Econometrics Journal, 1 (1). pp. 47-75. ISSN 1368-423X doi: https://doi.org/10.1111/1368-423X.11004