Results 1-2 of 2 (Search time: 0.002 seconds).
Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link | |
---|---|---|---|---|---|---|---|
1 | 2005 | Forecasting Financial Volatilities With Extreme Values: The Conditional AutoRegressive Range (CARR) Model | Chou, R-Y | JOURNAL OF MONEY CREDIT AND BANKING 37(3), 561-582 | |||
2 | 2006 | Modeling the Asymmetry of Stock Movements Using Price Ranges | Chou, R-Y | ADVANCES IN ECONOMETRICS 20, 231-257 |