The economic value of volatility timing using a range-based volatility model
| Year of publication: |
2010
|
|---|---|
| Authors: | Chou, Ray Yeutien ; Liu, Nathan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 34.2010, 11, p. 2288-2302
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