Forecasting Financial Volatilities with Extreme Values: The Conditional AutoRegressive Range (CARR) Model - JMCB (2005) - PowerPoint PPT Presentation

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Forecasting Financial Volatilities with Extreme Values: The Conditional AutoRegressive Range (CARR) Model - JMCB (2005)

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Forecasting Financial Volatilities with Extreme Values: The Conditional AutoRegressive Range (CARR) Model - JMCB (2005) Ray Y. Chou Academia Sinica ... – PowerPoint PPT presentation

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