Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices

Overview of attention for article published in Journal of Empirical Finance, January 2023

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dimensions_citation: 5 Dimensions

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mendeley: 14 Mendeley

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So far, Dimensions has found 5 publications that cite this research output.

5

The most recent citing publications are shown below. View all 5 publications that cite this research output on Dimensions.

Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators

Article in The North American Journal of Economics and Finance (March 2024)

A novel interval-based hybrid framework for crude oil price forecasting and trading

Article in Energy Economics (February 2024)

The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach

Article in Energy Policy (January 2024)

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