Forecasting Stock Index Volatility: Comparing Implied Volatility and the Intraday High–low Price Range

C-Tier

Journal: Journal of Financial Research

Year: 2007

Volume: 30

Issue: 2

Pages: 201-215

Authors (2)

Charles Corrado Cameron Truong (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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