Concepedia

Simon P. Burke

SP

11

Publications

732

Citations

10

H-Index

1990

Active since

Affiliations

University of Reading(Current)

Brunel University of London

Simon P. Burke is an author at University of Reading specializing in business, statistics, and finance.

Top concepts

BusinessStatisticsFinanceEconomicsEngineeringEconometricsAsset PricingVolatility ModelingTime Series EconometricsForecasting

Publications per year

1990–2012

11

Publications

11

The ‘bounded' career: An empirical study of human capital, career mobility and employment outcomes in a mediated labour market

Zella King, Simon P. Burke, Jim Pemberton · Human Relations · 2005 · 198 citations

Education, Human Resource Management, Management +17

Benchmarks and the accuracy of GARCH model estimation

Chris Brooks, Simon P. Burke, Gita Persand · International Journal of Forecasting · 2001 · 189 citations

Parameter Estimation, Engineering, Uncertainty Quantification +6

Multivariate GARCH models: software choice and estimation issues

Chris Brooks, Simon P. Burke, Gita Persand · Journal of Applied Econometrics · 2003 · 97 citations · Full text

Information criteria for GARCH model selection

Chris Brooks, Simon P. Burke · European Journal of Finance · 2003 · 64 citations

Forecasting Methodology, Volatility Modeling, Engineering +18

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

Chris Brooks, Simon P. Burke · Economics Letters · 1998 · 46 citations

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +13

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