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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of money, credit and banking : JMCB"
~person:"Chou, Ray Yeutien"
~source:"econis"
~subject:"Theory"
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Chou, Ray Yeutien
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Journal of applied econometrics
Journal of money, credit and banking : JMCB
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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Forecasting financial volatilities with extreme values : the conditonal autoregressive range (CARR) model
Chou, Ray Yeutien
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 561-582
Persistent link: https://www.econbiz.de/10003012785
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Volatility persistence and stock valuations : some empirical evidence using GARCH
Chou, Ray Yeutien
- In:
Journal of applied econometrics
3
(
1988
)
4
,
pp. 279-294
Persistent link: https://www.econbiz.de/10001071208
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