Incremental Intraday Prediction of Extreme Values and Range-Based Volatility
Refereed conference paper presented and published in conference proceedings

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All Author(s) ListNG H. S., LAM Kai Pui
Name of ConferenceProceedings of IASTED International Conference on Financial Engineering and Applications (FEA 2006)
Proceedings TitleProceedings of IASTED International Conference on Financial Engineering and Applications (FEA 2006)
Year2006
Pages9
LanguagesEnglish-United Kingdom
KeywordsFinancial-Economic Forecasting; volatility

Last updated on 2018-18-01 at 06:57