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Predicting daily highs and lows of exchange rates: a cointegration analysis. (2009). Wan, Alan ; He, Angela .
In: Journal of Applied Statistics.
RePEc:taf:japsta:v:36:y:2009:i:11:p:1191-1204.

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  1. Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron. (2024). Tian, Lixin ; Wang, Minggang ; Xu, Hua ; Zhu, Mengrui.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000517.

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  2. Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates. (2023). Sibbertsen, Philipp ; Afzal, Alia.
    In: Open Economies Review.
    RePEc:kap:openec:v:34:y:2023:i:4:d:10.1007_s11079-022-09686-2.

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  3. Modelling cryptocurrency high–low prices using fractional cointegrating VAR. (2022). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu O ; Vo, Xuan Vinh.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:489-505.

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  4. Determining hedges and safe havens for stocks using interval analysis. (2022). Hsueh, Shao-Chieh ; Liu, Yilei ; Ju, Peijie ; Chang, Meng-Shiuh.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000274.

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  5. Modeling fractional cointegration between high and low stock prices in Asian countries. (2021). Sibbertsen, Philipp ; Afzal, Alia.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01784-4.

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  6. Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting. (2021). Ballini, Rosangela ; MacIel, Leandro.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09978-0.

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  7. Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model. (2020). MacIel, Leandro.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1603-8.

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  8. Modelling Cryptocurrency High-Low Prices using Fractional Cointegrating VAR. (2020). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu O ; Vo, Xuan Vinh.
    In: MPRA Paper.
    RePEc:pra:mprapa:102190.

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  9. High and low prices and the range in the European stock markets: A long-memory approach. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Poza, Carlos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306348.

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  10. Interval-valued time series forecasting using a novel hybrid HoltI and MSVR model. (2017). Bao, Yukun ; Xiong, Tao ; Li, Chongguang.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:11-23.

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  11. Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?. (2016). Winker, Peter ; Blancofernandez, Angela .
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:35:y:2016:i:2:p:113-146.

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  12. On the predictability of stock prices: A case for high and low prices. (2013). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5132-5146.

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  13. A trading strategy based on Callable Bull/Bear Contracts. (2010). Wan, Alan ; Cheung, Yin-Wong ; He, Angela W. W., ; Wan, Alan T. K., .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:2:p:186-198.

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  14. An empirical model of daily highs and lows of West Texas Intermediate crude oil prices. (2010). Wan, Alan ; He, Angela W. W., ; Wan, Alan T. K., ; Kwok, Jerry T. K., .
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1499-1506.

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