Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries

B-Tier

Journal: International Journal of Forecasting

Year: 2005

Volume: 21

Issue: 1

Pages: 167-183

Authors (2)

Awartani, Basel M.A. (University of Westminster) Corradi, Valentina (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count