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CSDA
2008

Volatility forecasting using threshold heteroskedastic models of the intra-day range

13 years 11 months ago
Volatility forecasting using threshold heteroskedastic models of the intra-day range
Cathy W. S. Chen, Richard Gerlach, Edward M. H. Li
Added 10 Dec 2010
Updated 10 Dec 2010
Type Journal
Year 2008
Where CSDA
Authors Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin
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