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  1. 1

    The generalized auto regressive conditional heteroskedasticity Parkinson range ( Garch-Park-R) model for forecasting financial volatility by Mapa, Claire Dennis S.

    Published 2004
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    The generalized auto regressive conditional heteroskedasticity Parkinson range ( Garch-Park-R) model for forecasting financial volatility
  2. 2

    A range-based GARCH model for forecasting financial volatility by Mapa, Dennis S.

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    A range-based GARCH model for forecasting financial volatility

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