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
17
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