Chris Brooks

发表

Autonomous stress imaging cores: from concept to reality

Stephen van der Velden, Nik Rajic, Chris Brooks, 2016, SPIE Smart Structures and Materials + Nondestructive Evaluation and Health Monitoring.

The English Wool Market, c.1230-1327

Chris Brooks, Adrian R. Bell, Paul R. Dryburgh, 2007 .

Accounts of the English crown with Italian merchant societies, 1272-1345

Chris Brooks, Adrian R. Bell, Tony K. Moore, 2009 .

Multivariate GARCH models: software choice and estimation issues

Chris Brooks, Simon P. Burke, Gita Persand, 2003 .

Modelling long-run relationships

Chris Brooks, Chris Brooks, 2008 .

Introductory Econometrics for Finance

Chris Brooks, Chris Brooks, 2002 .

On the Performance of the Tick Test

Chris Brooks, Alfonso Dufour, Marcelo Perlin, 2011, The Quarterly Review of Economics and Finance.

Univariate Time-Series Modelling and Forecasting

Chris Brooks, Chris Brooks, 2008, Introductory Econometrics for Finance.

Multi-equation structural models

Chris Brooks, Sotiris Tsolacos, Chris Brooks, 2010 .

A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate

Chris Brooks, Chris Brooks, 2001 .

The Impact of Economic and Financial Factors on UK Property Performance

Chris Brooks, Sotiris Tsolacos, Chris Brooks, 1999 .

Introductory econometrics for finance. 2nd edition

Chris Brooks, Chris Brooks, 2008 .

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 .

Model Choice and Value-at-Risk Performance

Chris Brooks, Gitanjali Persand, Chris Brooks, 2002 .

A Comparison of Extreme Value Theory Approaches for Determining Value at Risk

Chris Brooks, Andrew Clare, A. Clare, 2005 .

The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test

Chris Brooks, Saeed Heravi, S. Heravi, 1999 .

Optimal Hedging and the Value of News

Chris Brooks, Ólan T. Henry, Gita Persand, 1999 .

A word of caution on calculating market-based minimum capital risk requirements

Chris Brooks, Gitanjali Persand, Andrew Clare, 2000 .

Corporate Reputation and Stock Returns: Are Good Firms Good for Investors?

Chris Brooks, Stephen. Pavelin, Chris Brooks, 2004 .

Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?

Chris Brooks, Ian Garrett, Chris Brooks, 2002 .

An alternative approach to investigating lead-lag relationships between stock and stock index futures markets

Melvin J. Hinich, Chris Brooks, Ian Garrett, 1999 .

Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange

Chris Brooks, Chris Brooks, Apostolos Katsaris, 2003 .

Introductory Econometrics for Finance

Chris Brooks, Chris Brooks, Chris Brooks, 2008 .

Cross-correlations and cross-bicorrelations in Sterling exchange rates

Melvin J. Hinich, Chris Brooks, M. Hinich, 1999 .

Forecasting Models of Retail Rents

Chris Brooks, Sotiris Tsolacos, Chris Brooks, 2000 .

Autoregressive Conditional Kurtosis

Chris Brooks, Saeed Heravi, Simon P. Burke, 2005 .

Over the moon or sick as a parrot? The effects of football results on a club's share price

Chris Brooks, Adrian R. Bell, Charles Sutcliffe, 2009 .

Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates

Chris Brooks, Chris Brooks, 1997 .

Volatility forecasting for risk management

Chris Brooks, Gitanjali Persand, Chris Brooks, 2003 .

The trading profitability of forecasts of the gilt–equity yield ratio

Chris Brooks, Gitanjali Persand, Chris Brooks, 2001, International Journal of Forecasting.

The Stock Performance of America's 100 Best Corporate Citizens

Chris Brooks, Stephen Brammer, Stephen. Pavelin, 2005 .

Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects

Chris Brooks, Gitanjali Persand, Chris Brooks, 2001, Applied Economics Letters.

Forecasting exchange rate volatility using conditional variance models selected by information criteria

Chris Brooks, Simon P. Burke, Chris Brooks, 1998 .

Can portmanteau nonlinearity tests serve as general mis-specification tests?

Chris Brooks, Chris Brooks, Ó. Henry, 2000 .

Handbook of Research Methods and Applications in Empirical Finance

Marcel Prokopczuk, Chris Brooks, Adrian R. Bell, 2013 .

International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks

Chris Brooks, Sotiris Tsolacos, Chris Brooks, 2003 .

GARCH modelling in finance: a review of the software options

Chris Brooks, Chris Brooks, 1997 .

The effect of asymmetries on optimal hedge ratios

Chris Brooks, Gitanjali Persand, Chris Brooks, 2002 .

Threshold Autoregressive and Markov Switching Models: An Application to Commercial Real Estate

Chris Brooks, Chris Brooks, James K. Maitland-Smith, 1999 .

Gender and the Evaluation of Research

Chris Brooks, Chris Brooks, E. Fenton, 2014 .

Corporate Social Performance and Stock Returns: UK Evidence from Disaggregate Measures

Chris Brooks, Stephen. Pavelin, Chris Brooks, 2005 .

Why Does Research in Finance Have So Little Impact?

Chris Brooks, Chris Brooks, E. Fenton, 2016, Critical Perspectives on Accounting.

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 .