Similar Search Results - EconBiz

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

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

The not-so-great moderation? Evidence on changing volatility from Australian regions

Shepherd, David; Dixon, Robert - Department of Economics, Faculty of Business and Economics - 2010

In this paper we examine Australian data on national and regional employment numbers, focusing in particular on whether there have been common national and regional changes in the volatility of employment. A subsidiary objective is to assess whether the results derived from traditional growth...

Persistent link: https://www.econbiz.de/10008554055

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

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

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

Brooks, Chris - 1998

Persistent link: https://www.econbiz.de/10000982695

Linear and nonlinear (non-)forecastability of high frequency exchange rates

Brooks, Chris - 1996

Persistent link: https://www.econbiz.de/10000944084

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

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

Brooks, Chris - In: Economics letters 61 (1998) 3, pp. 273-278

Persistent link: https://www.econbiz.de/10001252467

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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