Volatility Forecasting With Range-Based EGARCH Models
Year of publication: |
2006
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Authors: | Brandt, Michael W. ; Jones, Christopher S. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 24.2006, 4, p. 470-486
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