| Title |
Improving GARCH volatility forecasts with regime-switching GARCH
|
|---|---|
| Published in |
Empirical Economics, March 2002
|
| DOI | 10.1007/s001810100100 |
| Authors |
Franc Klaassen |
Mendeley readers
The data shown below were compiled from readership statistics for 113 Mendeley readers of this research output. Click here to see the associated Mendeley record.
Geographical breakdown
| Country | Count | As % |
|---|---|---|
| United Kingdom | 1 | <1% |
| Germany | 1 | <1% |
| France | 1 | <1% |
| Belgium | 1 | <1% |
| Unknown | 109 | 96% |
Demographic breakdown
| Readers by professional status | Count | As % |
|---|---|---|
| Student > Ph. D. Student | 35 | 31% |
| Student > Master | 14 | 12% |
| Student > Bachelor | 10 | 9% |
| Student > Doctoral Student | 7 | 6% |
| Researcher | 7 | 6% |
| Other | 20 | 18% |
| Unknown | 20 | 18% |
| Readers by discipline | Count | As % |
|---|---|---|
| Economics, Econometrics and Finance | 46 | 41% |
| Mathematics | 17 | 15% |
| Business, Management and Accounting | 13 | 12% |
| Engineering | 5 | 4% |
| Computer Science | 3 | 3% |
| Other | 5 | 4% |
| Unknown | 24 | 21% |
Attention Score in Context
This research output has an Altmetric Attention Score of 9. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 02 May 2010.
All research outputs
#3,881,159
of 25,809,966 outputs
Outputs from Empirical Economics
#87
of 883 outputs
Outputs of similar age
#5,066
of 50,599 outputs
Outputs of similar age from Empirical Economics
#1
of 10 outputs
Altmetric has tracked 25,809,966 research outputs across all sources so far. Compared to these this one has done well and is in the 83rd percentile: it's in the top 25% of all research outputs ever tracked by Altmetric.
So far Altmetric has tracked 883 research outputs from this source. They typically receive a little more attention than average, with a mean Attention Score of 5.5. This one has done well, scoring higher than 88% of its peers.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 50,599 tracked outputs that were published within six weeks on either side of this one in any source. This one has done well, scoring higher than 85% of its contemporaries.
We're also able to compare this research output to 10 others from the same source and published within six weeks on either side of this one. This one has scored higher than all of them