Alistair G. Rew

A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100

Chris Brooks, Chris Brooks, Alistair G. Rew, 2001 .

Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

Chris Brooks, Chris Brooks, Alistair G. Rew, 2002 .

Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors

Chris Brooks, Alistair G. Rew, 2002 .