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subject:"Volatilität"
~person:"Chou, Ray Yeutien"
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Chou, Ray Yeutien
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Econometric analysis of financial and economic time series ; part a
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Journal of money, credit and banking : JMCB
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Oxford bulletin of economics and statistics
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Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
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2
Modeling the asymmetry of stock movements using price ranges
Chou, Ray Yeutien
-
2006
Persistent link: https://www.econbiz.de/10003331381
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3
Forecasting financial volatilities with extreme values : the conditonal autoregressive range (CARR) model
Chou, Ray Yeutien
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 561-582
Persistent link: https://www.econbiz.de/10003012785
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