Volatility and stock price indexes

C-Tier
Journal: Applied Economics
Year: 2013
Volume: 45
Issue: 22
Pages: 3255-3262

Authors (3)

Kenneth W. Clements (University of Western Australi...) H. Y. Izan (not in RePEc) Yihui Lan (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

Abstract

The stochastic approach to index numbers has been successfully applied to the estimation of inflation, the world interest rate and international competitiveness. One distinct advantage of this approach is that it provides the whole distribution of the index, not simply one value. In this article, we extend the stochastic approach to the estimation of a stock market index. We demonstrate how this approach can be used to identify ‘redundant stocks’ that do not contribute significantly to the overall index. For index tracking purposes, these stocks can be safely excluded.

Technical Details

RePEc Handle
repec:taf:applec:v:45:y:2013:i:22:p:3255-3262
Journal Field
General
Author Count
3
Added to Database
2026-01-25