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~institution:"Bonn Graduate School of Economics"
~institution:"Centre for Quantitative Economics & Computing"
~institution:"Kansantaloustieteen Laitos <Tampere>"
~person:"Brooks, Chris"
~subject:"Announcement effect"
~subject:"Börsenkurs"
~subject:"Volatility"
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Announcement effect
Börsenkurs
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Brooks, Chris
Järvinen, Jari
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Lazarov, Zdravetz
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Burke, Simon P.
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Bonn Graduate School of Economics
Centre for Quantitative Economics & Computing
Kansantaloustieteen Laitos <Tampere>
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Discussion papers in quantitative economics and computing / E
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Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
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1996
Persistent link: https://www.econbiz.de/10000944084
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Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
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1998
Persistent link: https://www.econbiz.de/10000982695
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