%0 Journal Article %1 journals/csda/ChenGL08 %A Chen, Cathy W. S. %A Gerlach, Richard %A Lin, Edward M. H. %D 2008 %J Comput. Stat. Data Anal. %K dblp %N 6 %P 2990-3010 %T Volatility forecasting using threshold heteroskedastic models of the intra-day range. %U http://dblp.uni-trier.de/db/journals/csda/csda52.html#ChenGL08 %V 52

@article{journals/csda/ChenGL08, added-at = {2020-02-18T00:00:00.000+0100}, author = {Chen, Cathy W. S. and Gerlach, Richard and Lin, Edward M. H.}, biburl = {https://www.bibsonomy.org/bibtex/277c537cb7bd8ceb9172ae549a017da14/dblp}, ee = {https://doi.org/10.1016/j.csda.2007.08.002}, interhash = {e821caa123febdce2a09ef2458620187}, intrahash = {77c537cb7bd8ceb9172ae549a017da14}, journal = {Comput. Stat. Data Anal.}, keywords = {dblp}, number = 6, pages = {2990-3010}, timestamp = {2020-02-19T11:39:10.000+0100}, title = {Volatility forecasting using threshold heteroskedastic models of the intra-day range.}, url = {http://dblp.uni-trier.de/db/journals/csda/csda52.html#ChenGL08}, volume = 52, year = 2008 }