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Volatility forecasting for risk management

Brooks, C. and Persand, G. (2003) Volatility forecasting for risk management. Journal of Forecasting, 22 (1). pp. 1-22. ISSN 1099-131X

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To link to this article DOI: 10.1002/for.841


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:21316
Publisher:Wiley

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