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Journal: Mathematics, 2023
Volume: 11
Number: 13

Article: Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models
Authors: by Shay Kee Tan, Kok Haur Ng and Jennifer So-Kuen Chan
Link: https://www.mdpi.com/2227-7390/11/1/13

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