Pages that link to "Item:Q1927776"
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The following pages link to A multivariate conditional autoregressive range model (Q1927776):
Displaying 5 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)
- Predicting daily highs and lows of exchange rates: a cointegration analysis (Q5123415) (← links)
- Spatial analysis for interval-valued data (Q6604254) (← links)
