Number of items: 2.
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153, Burke, S. P., Heravi, S. and Persand, G.
(2005)
Autoregressive conditional kurtosis.
Journal of Financial Econometrics, 3 (3).
pp. 399-421.
ISSN 1479-8417
doi: 10.1093/jjfinec/nbi018
Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G.
(2003)
Volatility forecasting for risk management.
Journal of Forecasting, 22 (1).
pp. 1-22.
ISSN 1099-131X
doi: 10.1002/for.841
This list was generated on Sat Apr 19 23:27:26 2025 UTC.