مرکز منطقه ای اطلاع رساني علوم و فناوري - Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries

Title of article :

Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries

Author/Authors :

Basel M.A. Awartani، نويسنده , , Valentina Corradi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

167

To page :

183

Keywords :

asymmetric , Bootstrap P-values , Forecast evaluation , GARCH , Volatility

Journal title :

International Journal of Forecasting

Serial Year :

2005

Journal title :

International Journal of Forecasting

Record number :

179138

Link To Document :