Pages that link to "Item:Q1927776"

The following pages link to A multivariate conditional autoregressive range model (Q1927776):

Displaying 3 items.

• The economic value of volatility timing using a range-based volatility model (Q609837) (← links)
• Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model (Q1934845) (← links)
• Improving forecasts with the co-range dynamic conditional correlation model (Q2338532) (← links)