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Modeling the asymmetry of stock movements using price ranges
Chou, Ray Yeutien
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2006
Persistent link: https://www.econbiz.de/10003331381
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Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
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Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
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pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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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
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pp. 561-582
Persistent link: https://www.econbiz.de/10003012785
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