A Markov model of heteroskedasticity, risk, and learning in the stock market

A-Tier

Journal: Journal of Financial Economics

Year: 1989

Volume: 25

Issue: 1

Pages: 3-22

Authors (3)

Turner, Christopher M. (not in RePEc) Startz, Richard (University of California-Santa...) Nelson, Charles R. (University of Washington)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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