Forecasting volatility with component conditional autoregressive range model
Year of publication: |
2020
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Authors: | Wu, Xinyu ; Hou, Xinmeng |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-13
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Subject: | GARCH | CARR | CCARR | CGARCH | Price range | Volatility forecasting | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
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