Search Results       Your search for [subject]Quai-Maximum Likelihood Estimation (QMLE) returned 1 record.           A range-based GARCH model for forecasting financial volatility. Subject: Volatility; Generalizd AutoRegressive Conditional Heteroskedasticity Parkinson Range (GARCH-PARK-R); Quai-Maximum Likelihood Estimation (QMLE).          Add to Book Cart Relevance: 51.59%