Work

High-low range in GARCH models of stock return volatility

Year: 2016

Type: article

Source: Applied Economics

DOI: 10.1080/00036846.2016.1170929

Author: Peter Molnár

Institution: Norwegian University of Science and Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2305344809

FWCI: 5.01

Cites: 22

Cited by: 71

Related to: 10