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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of forecasting"
~person:"Brooks, Chris"
~subject:"Periodogram"
~subject:"Volatility"
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Brooks, Chris
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MPRA Paper
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
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International review of financial analysis
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2
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Volatility forecasting for risk management
Brooks, Chris
;
Persand, Gita
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
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2
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
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3
Predicting stock index volatility : can market volume help?
Brooks, Chris
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
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