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]

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