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Authors whose works are in public domain in at least one jurisdiction

List of works by Gita Persand

Benchmarks and the accuracy of GARCH model estimation

article

Model Choice and Value-at-Risk Performance

article

Multivariate GARCH models: software choice and estimation issues

scholarly article by Chris Brooks et al published 2003 in Journal of Applied Econometrics

The trading profitability of forecasts of the gilt–equity yield ratio

Volatility forecasting for risk management

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