{"id":"https://openalex.org/W2807860601","doi":null,"title":"Evaluating Volatility Forecasts in Various Equity Market Regimes","display_name":"Evaluating Volatility Forecasts in Various Equity Market Regimes","publication_year":2017,"publication_date":"2017-01-01","ids":{"openalex":"https://openalex.org/W2807860601","mag":"2807860601"},"language":"en","primary_location":{"id":"mag:2807860601","doi":null,"is_oa":false,"landing_page_url":"https://digitalcommons.sacredheart.edu/cgi/viewcontent.cgi?article=1008&context=wcob_theses","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5060846799","display_name":"John P. Felletter","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"John P. Felletter","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5060846799"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9951000213623047,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9951000213623047,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.0020000000949949026,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0005000000237487257,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/volatility-forecasting","display_name":"volatility forecasting","score":0.9440000057220459},{"id":"https://openalex.org/keywords/stock-market","display_name":"stock market","score":0.7990000247955322},{"id":"https://openalex.org/keywords/market-regimes","display_name":"market regimes","score":0.9649999737739563},{"id":"https://openalex.org/keywords/forecast-evaluation","display_name":"forecast evaluation","score":0.8320000171661377}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6234610676765442},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.562645673751831},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5450055003166199},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.45079874992370605},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.42260026931762695},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:2807860601","doi":null,"is_oa":false,"landing_page_url":"https://digitalcommons.sacredheart.edu/cgi/viewcontent.cgi?article=1008&context=wcob_theses","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":4,"referenced_works":["https://openalex.org/W2007694684","https://openalex.org/W2029056003","https://openalex.org/W2083148578","https://openalex.org/W2119649214"],"related_works":["https://openalex.org/W7096804739","https://openalex.org/W2755263474","https://openalex.org/W2779201288","https://openalex.org/W7074647169","https://openalex.org/W3036676682","https://openalex.org/W7099589881","https://openalex.org/W7000596569","https://openalex.org/W7100070073","https://openalex.org/W6885131716","https://openalex.org/W2755489014"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T04:12:42.849631","created_date":"2018-06-21T00:00:00"}