Forecasting Financial Volatilities With Extreme Values: The Conditional AutoRegressive Range (CARR) Model

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/57886

Title:	Forecasting Financial Volatilities With Extreme Values: The Conditional AutoRegressive Range (CARR) Model
Authors:	Chou, R-Y
Issue Date:	2005-06-01
Relation:	JOURNAL OF MONEY CREDIT AND BANKING 37(3), 561-582
URI:	http://ir.sinica.edu.tw/handle/201000000A/57886
Appears in Collections:	經濟研究所

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