Financial volatility modeling: The feedback asymmetric conditional autoregressive range model

DOI10.1002/for.2548zbMath1414.62504OpenAlexW2887690163WikidataQ129404707 ScholiaQ129404707MaRDI QIDQ5379288

Haibin Xie

Publication date: 28 May 2019

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2548

zbMATH Keywords

volatility forecastingCARRprice rangeACARRFACARR

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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