Can idiosyncratic volatility help forecast stock market volatility?

B-Tier
Journal: International Journal of Forecasting
Year: 2008
Volume: 24
Issue: 3
Pages: 462-479

Authors (1)

Taylor, Nicholas (University of Bristol)

Score contribution per author:

2.011 = (α=2.01 / 1 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:24:y:2008:i:3:p:462-479
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29