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

  • Awartani, Basel M.A.
  • Corradi, Valentina
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    File URL: http://www.sciencedirect.com/science/article/pii/S0169-2070(04)00068-8
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    Article provided by Elsevier in its journal International Journal of Forecasting.

    Volume (Year): 21 (2005)
    Issue (Month): 1 ()
    Pages: 167-183

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    Handle: RePEc:eee:intfor:v:21:y:2005:i:1:p:167-183
    Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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