Forecasting the volatility of Nikkei 225 futures

C-Tier

Journal: Journal of Futures Markets

Year: 2017

Volume: 37

Issue: 11

Pages: 1141-1152

Authors (2)

Manabu Asai (Soka University) Michael McAleer

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

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Technical Details

RePEc Handle: repec:wly:jfutmk:v:37:y:2017:i:11:p:1141-1152
Journal Field: Finance
Author Count: 2
Added to Database: 2026-02-08