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~person:"Chou, Ray Yeutien"
~person:"Chowdhury, Shah Saeed Hassan"
~subject:"Volatilität"
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Chou, Ray Yeutien
Chowdhury, Shah Saeed Hassan
Bollerslev, Tim
7
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Qu, Hui
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Econometric analysis of financial and economic time series ; part a
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Global business review
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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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Stock return autocorrelation, day of the week and volatility : an empirical investigation on the Saudi Arabian stock market
Chowdhury, Shah Saeed Hassan
;
Rahman, M. Arifur
; …
- In:
Review of accounting & finance
16
(
2017
)
2
,
pp. 218-238
Persistent link: https://www.econbiz.de/10011738464
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2
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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3
Behaviour of stock return autocorrelation in the GCC stock markets
Chowdhury, Shah Saeed Hassan
;
Rahman, M. Arifur
; …
- In:
Global business review
16
(
2015
)
5
,
pp. 737-746
Persistent link: https://www.econbiz.de/10011409651
Saved in:
4
Modeling the asymmetry of stock movements using price ranges
Chou, Ray Yeutien
-
2006
Persistent link: https://www.econbiz.de/10003331381
Saved in:
5
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
Saved in:
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