Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
Year of publication: |
2005
|
---|---|
Authors: | Awartani, Basel M.A. ; Corradi, Valentina |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 21.2005, 1, p. 167-183
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Trading Volatility of the Dow Jones Industrial Average Stocks
Awartani, Basel M.A., (2010)
-
Forecasting volatility with noisy jumps: an application to the Dow Jones Industrial Average stocks
Awartani, Basel M.A., (2008)
-
Consistent pretesting for jumps
Corradi, Valentina, (2014)
- More ...