Search Results - subject:"CARR Model"

Wu, Chun Chou; Xu, Wen - In: Asia-Pacific journal of financial studies 51 (2022) 6, pp. 896-913

Persistent link: https://www.econbiz.de/10014240210

Tan, Shay Kee; Chan, Jennifer So Kuen; Kok Haur Ng - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 437-474

Persistent link: https://www.econbiz.de/10013334835

Tan, Shay Kee; Chan, Jennifer So Kuen; Kok Haur Ng - In: Finance research letters 32 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012430656

Chan, Jennifer So-Kuen; Kok Haur Ng; Ragell, Rachel - In: International review of economics & finance : IREF 61 (2019), pp. 188-212

Persistent link: https://www.econbiz.de/10012205409

Dalvi, Mohammadreza; Borojeni, Hajar Zeinali - In: International Journal of Academic Research in Business … 4 (2014) 5, pp. 113-123

, opportunity, standards and goal (Carr model). The research scope encompasses directors, deputies, monument curators, and …

Persistent link: https://www.econbiz.de/10010783645

Kumar, Dilip - In: Theoretical economics letters 8 (2018) 6, pp. 1218-1231

Persistent link: https://www.econbiz.de/10011888198

Kumar, Dilip - In: American journal of finance and accounting 4 (2015/2016) 3/4, pp. 215-234

Persistent link: https://www.econbiz.de/10011713524

Chan, J.S.K.; Lam, C.P.Y.; Yu, P.L.H.; Choy, S.T.B.; … - In: Computational Statistics & Data Analysis 56 (2012) 11, pp. 3006-3019

data of an Australian stock market index, the CARGPR model outperforms the CARR model in both in-sample estimation and out …

Persistent link: https://www.econbiz.de/10010617632

Wu, Chih-chiang; Liang, Shin-shun - In: Journal of empirical finance 18 (2011) 4, pp. 711-727

Persistent link: https://www.econbiz.de/10009306532