Modelling the Volatility of Stock Indices: An Approach Based on Parkinson Volatility Measure and Long Memory Stochastic Range Model

Khoo, Zhi De; Ng, Kok Haur; Koh, You Beng; Ng, Kooi Huat

doi:10.2139/ssrn.4846847

2024

DOI: 10.2139/ssrn.4846847

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Modelling the Volatility of Stock Indices: An Approach Based on Parkinson Volatility Measure and Long Memory Stochastic Range Model

Zhi De Khoo,

Kok Haur Ng,

You Beng Koh

et al.

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Modelling the Volatility of Stock Indices: An Approach Based on Parkinson Volatility Measure and Long Memory Stochastic Range Model

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References 38 publications

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