Forecasting global stock market implied volatility indices

C-Tier

Journal: Journal of Empirical Finance

Year: 2018

Volume: 46

Issue: C

Pages: 111-129

Authors (3)

Degiannakis, Stavros (Panteion University of Social) Filis, George (not in RePEc) Hassani, Hossein (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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