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Mathematics2023, 11(1), 13;https://doi.org/10.3390/math11010013

Journal: MathematicsVolume: 11Number: 13

Article: Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models

Authors:
Shay Kee Tan¹,
Kok Haur Ng^1,* and
Jennifer So-Kuen Chan²

Link: https://www.mdpi.com/2227-7390/11/1/13

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