Author:
Brooks C,Clare A.D,Persand G
Subject
Economics and Econometrics,Finance
Reference20 articles.
1. An evaluation of volatility forecasting techniques;Brailsford;Journal of Banking and Finance,1996
2. A test for independence based on the correlation dimension;Brock;Econometric Reviews,1996
3. Brock, W., Hsieh, D., LeBaron, B., 1991. Nonlinear Dynamics, Chaos and Instability: Statistical Theory and Economic Evidence. MIT Press, Cambridge, MA
4. Forecasting stock return volatility: Does volume help;Brooks;Journal of Forecasting,1998
5. Cantor, R., Packer, F., 1997. Differences of Opinion and Selection bias the Credit Rating Industry, vol. 21. pp. 1395–1417
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