FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS

C-Tier
Journal: Journal of Economic Surveys
Year: 2011
Volume: 25
Issue: 1
Pages: 6-18

Authors (2)

Michael McAleer Marcelo C. Medeiros (University of Illinois at Urba...)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:jecsur:v:25:y:2011:i:1:p:6-18
Journal Field
General
Author Count
2
Added to Database
2026-01-26