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Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures

✍ Scribed by Hung-Chun Liu; Shu-Mei Chiang; Nick Ying-Pin Cheng


Book ID
113664500
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
499 KB
Volume
22
Category
Article
ISSN
1059-0560

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