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

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  • Awartani, Basel M.A.
  • Corradi, Valentina

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  • Awartani, Basel M.A. & Corradi, Valentina, 2005. "Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries," International Journal of Forecasting, Elsevier, vol. 21(1), pages 167-183.
    • Handle: RePEc:eee:intfor:v:21:y:2005:i:1:p:167-183
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