BibTeX record journals/csda/ChenGL08

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@article{DBLP:journals/csda/ChenGL08,
  author       = {Cathy W. S. Chen and
                  Richard Gerlach and
                  Edward M. H. Lin},
  title        = {Volatility forecasting using threshold heteroskedastic models of the
                  intra-day range},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {52},
  number       = {6},
  pages        = {2990--3010},
  year         = {2008},
  url          = {https://doi.org/10.1016/j.csda.2007.08.002},
  doi          = {10.1016/J.CSDA.2007.08.002},
  timestamp    = {Tue, 18 Feb 2020 13:55:17 +0100},
  biburl       = {https://dblp.org/rec/journals/csda/ChenGL08.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}