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Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Journal of Empirical Finance,
2023
DOI:10.1016/j.jempfin.2022.12.007
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[2]
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Attention to oil prices and its impact on the oil, gold and stock markets and their covariance
Energy Economics,
2023
DOI:10.1016/j.eneco.2023.106643
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[3]
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Improving hedging performance by using high–low range
Finance Research Letters,
2022
DOI:10.1016/j.frl.2022.102975
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[4]
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Improving hedging performance by using high–low range
Finance Research Letters,
2022
DOI:10.1016/j.frl.2022.102975
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[5]
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Forecasting: theory and practice
International Journal of Forecasting,
2022
DOI:10.1016/j.ijforecast.2021.11.001
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[6]
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Improving hedging performance by using high–low range
Finance Research Letters,
2022
DOI:10.1016/j.frl.2022.102975
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[7]
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Range-based DCC models for covariance and value-at-risk forecasting
Journal of Empirical Finance,
2019
DOI:10.1016/j.jempfin.2019.08.004
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[8]
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Improving forecasts with the co-range dynamic conditional correlation model
Journal of Economic Dynamics and Control,
2019
DOI:10.1016/j.jedc.2019.103736
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[9]
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Low and high prices can improve covariance forecasts: The evidence based on currency rates
Journal of Forecasting,
2018
DOI:10.1002/for.2525
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[10]
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Low and high prices can improve covariance forecasts: The evidence based on currency rates
Journal of Forecasting,
2018
DOI:10.1002/for.2525
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[11]
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Dynamic conditional copula correlation and optimal hedge ratios with currency futures
International Review of Financial Analysis,
2016
DOI:10.1016/j.irfa.2016.06.006
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