Using Conditional Autoregressive Range Model to Forecast Volatility of the Stock Indices

Heng-Chih Chou, David Wang. Using Conditional Autoregressive Range Model to Forecast Volatility of the Stock Indices. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]

Authors

Heng-Chih Chou

This author has not been identified. Look up 'Heng-Chih Chou' in Google

David Wang

This author has not been identified. Look up 'David Wang' in Google