Article

Yan, Lili, Kellard, Neil M. and Lambercy, Lyudmyla (2025) Multivariate range-based EGARCH models. International Review of Financial Analysis (IRFA), 100:103983. ISSN 1057-5219 (Print), 1873-8079 (Online) (doi:10.1016/j.irfa.2025.103983)