![]() | ![]() |
2008 | ||
---|---|---|
1 | EE | Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin: Volatility forecasting using threshold heteroskedastic models of the intra-day range. Computational Statistics & Data Analysis 52(6): 2990-3010 (2008) |
1 | Cathy W. S. Chen | [1] |
2 | Richard Gerlach | [1] |