Fiszeder, Piotr; Fałdziński, Marcin Improving forecasts with the co-range dynamic conditional correlation model. (English) Zbl 07134758 J. Econ. Dyn. Control 108, Article ID 103736, 16 p. (2019). MSC: 91 PDF BibTeX XML Cite \textit{P. Fiszeder} and \textit{M. Fałdziński}, J. Econ. Dyn. Control 108, Article ID 103736, 16 p. (2019; Zbl 07134758) Full Text: DOI
Chou, Ray Yeutien; Liu, Nathan The economic value of volatility timing using a range-based volatility model. (English) Zbl 1201.91184 J. Econ. Dyn. Control 34, No. 11, 2288-2301 (2010). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{R. Y. Chou} and \textit{N. Liu}, J. Econ. Dyn. Control 34, No. 11, 2288--2301 (2010; Zbl 1201.91184) Full Text: DOI
He, Angela W. W.; Wan, Alan T. K. Predicting daily highs and lows of exchange rates: a cointegration analysis. (English) Zbl 07252206 J. Appl. Stat. 36, No. 11, 1191-1204 (2009). MSC: 62 PDF BibTeX XML Cite \textit{A. W. W. He} and \textit{A. T. K. Wan}, J. Appl. Stat. 36, No. 11, 1191--1204 (2009; Zbl 07252206) Full Text: DOI
Lee, Oesook; Shin, Dong Wan Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model. (English) Zbl 1255.62265 Econ. Lett. 100, No. 1, 111-114 (2008). MSC: 62M10 PDF BibTeX XML Cite \textit{O. Lee} and \textit{D. W. Shin}, Econ. Lett. 100, No. 1, 111--114 (2008; Zbl 1255.62265) Full Text: DOI