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 (University of Surrey)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:intfor:v:21:y:2005:i:1:p:167-183
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-24