第 1 到 2 筆結果,共 2 筆。
公開日期 | 題名 | 作者 | 關聯 | scopus | WOS | 全文 | |
---|---|---|---|---|---|---|---|
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 |