Improving the CARR model using extreme range estimators

Literals

bibo:issn
- 0960-3107
dcterms:contributor
- Miralles-Marcelo J.L.; Miralles-Quiros J.L.; Miralles-Quiros M.M.
ou:bibtex
- @article{Miralles-Quiros2013,title = {Improving the CARR model using extreme range estimators},journal = {Applied Financial Economics},year = {2013},volume = {23},number = {21},pages = {1635-1647},author = {Miralles-Marcelo, J.L. and Miralles-Quir{\'o}s, J.L. and Miralles-Quir{\'o}s, M.M.}}
fabio:hasPublicationYear
- 2013
ou:urlOrcid
- http://www.scopus.com/inward/record.url?eid=2-s2.0-84886910564&partnerID=MN8TOARS
ou:urlDialnet
- https://dialnet.unirioja.es/servlet/articulo?codigo=4508462
vcard:url
- https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84886910564&origin=inward
bibo:doi
- 10.1080/09603107.2013.844325
bibo:page_range
- 1635-1647
dcterms:title
- Improving the CARR model using extreme range estimators
ou:editorial
- Chapman and Hall
dcterms:creator
- Miralles-Marcelo J.
bibo:eissn
- 1466-4305
ou:eid
- 2-s2.0-84886910564
ou:tipoPublicacion
- Article
dcterms:publisher
- Applied Financial Economics
vivo:identifier
- 2013-107
ou:urlScopus
- https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84886910564&origin=inward
bibo:volume
- 23