Persand Gita

Gita Persand

Information about the author Gita Persand will soon be added to the site.
Found 3 papers in total
Volatility forecasting for risk management
Volatility forecasting for risk management
2003
Recent research has suggested that forecast evaluation on the basis of standard...
Benchmarks and the accuracy of GARCH model estimation
Benchmarks and the accuracy of GARCH model estimation
2001
This paper reviews nine software packages with particular reference to their GARCH...
The trading profitability of forecasts of the gilt–equity yield ratio
The trading profitability of forecasts of the gilt–equity yield ratio
2001
Research has highlighted the usefulness of the Gilt-Equity Yield Ratio (GEYR) as a...
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