2005

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

2003

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

2002

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Henry, O.T. and Persand, G. (2002) The effect of asymmetries on optimal hedge ratios. Journal of Business, 75 (2). pp. 333-352. ISSN 0740-9168