New parameterization of stochastic conditional range models for financial volatility modelling

DOI10.1080/03610918.2024.2408625MaRDI QIDQ6847102zbMATH OpenFDO

Authors Shiji Kavungal, Rahul Thekkedath

Publication date 9 March 2026

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

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