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~subject:"Volatility"
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Volatility
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1
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
The effect of asymmetries on optimal hedge ratios
Brooks, Chris
;
Henry, Ólan Thomas John
;
Persand, Gita
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 333-352
Persistent link: https://www.econbiz.de/10001682432
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3
Testing for seasonal patterns in conditional return volatility : evidence from Asia-Pacific markets
Clare, Andrew D.
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 517-523
Persistent link: https://www.econbiz.de/10001229835
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4
Breaking into the blackbox : trend following, stop losses and the frequency of trading : the case of the S&P500
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
- In:
The journal of asset management
14
(
2013
)
3
,
pp. 182-194
Persistent link: https://www.econbiz.de/10010207136
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5
Breaking into the blackbox : trend following, stop losses, and the frequency of trading ; the case of the S&P500
Clare, Andrew D.
;
Seaton, James
;
Thomas, Stephen
; …
-
2012
Persistent link: https://www.econbiz.de/10009535804
Saved in:
6
Carry and trend following returns in the foreign exchange market
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531060
Saved in:
7
Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economic modelling
17
(
2000
)
4
,
pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
Saved in:
8
The impact of news on measures of undiversifiable risk : evidence from the UK stock market
Brooks, Chris
;
Henry, Ólan Thomas John
-
2000
Persistent link: https://www.econbiz.de/10001456109
Saved in:
9
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
10
Linear and nonlinear (non-)forecastability of high frequency exchange rates
Brooks, Chris
-
1996
Persistent link: https://www.econbiz.de/10000944084
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