Brailsford, T. J.; Penm, Jack; Terrell, R. D. Testing PPP by means of ZNZ patterned VECM. (English) Zbl 1152.91704 Int. J. Theor. Appl. Finance 11, No. 4, 345-362 (2008). MSC: 91B82 91B30 PDFBibTeX XMLCite \textit{T. J. Brailsford} et al., Int. J. Theor. Appl. Finance 11, No. 4, 345--362 (2008; Zbl 1152.91704) Full Text: DOI
Brailsford, Timothy J.; Penm, Jack H. W.; Terrell, Richard D. Kernel bandwidth applications to the Euro and the U.S. mutual fund movements. (English) Zbl 1173.91378 Chen, Andrew H. (ed.), Research in finance. Amsterdam: Elsevier/JAI (ISBN 0-7623-1345-5/hbk). Research in Finance 23, 81-97 (2007). MSC: 91B28 91B84 PDFBibTeX XMLCite \textit{T. J. Brailsford} et al., in: Research in finance. Amsterdam: Elsevier/JAI. 81--97 (2007; Zbl 1173.91378) Full Text: DOI
Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. An analysis of Asian market integration pre- and post-crisis. (English) Zbl 1184.91167 Int. J. Theor. Appl. Finance 9, No. 4, 483-501 (2006). MSC: 91B84 62P20 PDFBibTeX XMLCite \textit{T. J. Brailsford} et al., Int. J. Theor. Appl. Finance 9, No. 4, 483--501 (2006; Zbl 1184.91167) Full Text: DOI
Brailsford, T. J.; Penm, J. H. W.; Terrell, R. D. Selecting the forgetting factor in subset autoregressive modelling. (English) Zbl 1115.62083 J. Time Ser. Anal. 23, No. 6, 629-649 (2002). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 91B28 62M20 62P05 PDFBibTeX XMLCite \textit{T. J. Brailsford} et al., J. Time Ser. Anal. 23, No. 6, 629--649 (2002; Zbl 1115.62083) Full Text: DOI