"Range-based volatility modeling in financial markets using a family of ..."

Mostafa Tamandi, Anthony F. Desmond, Ahad Jamalizadeh (2024)

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DOI: 10.1080/03610918.2023.2170413

access: closed

type: Journal Article

metadata version: 2024-12-24

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Mostafa Tamandi, Anthony F. Desmond, Ahad Jamalizadeh:
Range-based volatility modeling in financial markets using a family of scale mixtures of Birnbaum-Saunders distribution. Commun. Stat. Simul. Comput. 53(10): 4956-4975 (2024)

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