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]
@inproceedings{ChouW06,
title = {Using Conditional Autoregressive Range Model to Forecast Volatility of the Stock Indices},
author = {Heng-Chih Chou and David Wang},
year = {2006},
doi = {10.2991/jcis.2006.175},
url = {http://dx.doi.org/10.2991/jcis.2006.175},
researchr = {https://researchr.org/publication/ChouW06},
cites = {0},
citedby = {0},
booktitle = {Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006},
publisher = {Atlantis Press},
isbn = {90-78677-01-5},
}