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"Intra-daily information of range-based volatility for MEM-GARCH."

Kai-Pui Lam, H. S. Ng (2009)

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DOI: 10.1016/J.MATCOM.2008.12.007

access: closed

type: Journal Article

metadata version: 2020-03-04

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Kai-Pui Lam, H. S. Ng:
Intra-daily information of range-based volatility for MEM-GARCH. Math. Comput. Simul. 79(8): 2625-2632 (2009)

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