Items where Author is "Persand, Dr Gita"

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 0277-6693 doi: 10.1002/for.841

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G. (2003) The effect of asymmetries on stock index return value-at-risk estimates. Journal of Risk Finance, 4 (2). pp. 29-42. ISSN 1526-5943 doi: 10.1108/eb022959

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A.D. and Persand, G. (2002) A note on estimating market–based minimum capital risk requirements: a multivariate GARCH approach. The Manchester School, 70 (5). pp. 666-681. ISSN 1467-9957 doi: 10.1111/1467-9957.00319

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G. (2002) Model choice and value-at-risk performance. Financial Analysts Journal, 58 (5). pp. 87-97. doi: 10.2469/faj.v58.n5.2471

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Persand, G. (2002) Model choice and value-at-risk performance. Financial Analysts Journal, 58 (5). pp. 87-97. ISSN 0015-198X doi: 10.2469/faj.v58.n5.2471

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153, Clare, A.D. and Persand, G. (2002) An extreme value theory approach to calculating minimum capital risk requirements. Journal of Risk Finance, 3 (2). pp. 22-33. ISSN 1526-5943 doi: 10.1108/eb043485