Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model
| Year of publication: |
2005
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| Authors: | Chou, Ray Yeu-Tien |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 2183626. - Vol. 37.2005, 3, p. 561-582
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