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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
 
 
Title: Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Author: Liu, Hung-Chun
Chiang, Shu-Mei
Cheng, Nick Ying-Pin
Appeared in: International review of economics & Finance
Paging: Volume 22 (2012) nr. 1 pages 14 p.
Year: 2012
Contents:
Publisher: Elsevier Inc.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 11 of 24 found articles
 
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 Koninklijke Bibliotheek - National Library of the Netherlands