Pages that link to "Item:Q3571969"
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The following pages link to Modeling the Asymmetry of Stock Movements Using Price Ranges (Q3571969):
Displayed 5 items.
- The economic value of volatility timing using a range-based volatility model (Q609837) (← links)
- Volatility forecasting using threshold heteroskedastic models of the intra-day range (Q1023630) (← links)
- A trend-switching financial time series model with level-duration dependence (Q1954678) (← links)
- A trend based investment decision approach using clustering and heuristic algorithm (Q2335930) (← links)
- Estimation of tail-related value-at-risk measures: range-based extreme value approach (Q2879028) (← links)