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 |