Regime switching for dynamic correlations

A-Tier
Journal: Journal of Econometrics
Year: 2006
Volume: 131
Issue: 1-2
Pages: 445-473

Authors (1)

Pelletier, Denis (North Carolina State Universit...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:131:y:2006:i:1-2:p:445-473
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-28