Intra-Daily Information of Range-Based Volatility for MEM-GARCH
Refereed conference paper presented and published in conference proceedings

CUHK Authors
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Other information
All Author(s) ListLAM Kai Pui, NG Hoi Shing Raymond
Name of ConferenceInternational Conference on Time Series Econometrics, Finance and Risk
Country/Region of ConferenceAustralia
Proceedings TitleInternational Conference on Time Series Econometrics, Finance and Risk
Year2006
Month6
Place of PublicationAustralia, Perth
Pages11
LanguagesEnglish-United Kingdom

Last updated on 2018-18-01 at 18:04