Work

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

Year: 2011

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2011.08.007

Authors: Hung-Chun Liu, Shu-Mei Chiang, Nick Ying-Pin Cheng

Institutions: Minghsin University of Science and Technology, Lunghwa University of Science and Technology, Vanung University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Council

OpenAlex ID: W1978984979

FWCI: 4.15

Cites: 55

Cited by: 25

Related to: 10