Bayesian analysis of stochastic volatility models with fat-tails and correlated errors

A-Tier

Journal: Journal of Econometrics

Year: 2004

Volume: 122

Issue: 1

Pages: 185-212

Authors (3)

Jacquier, Eric (not in RePEc) Polson, Nicholas G. (not in RePEc) Rossi, P.E.Peter E. (University of California-Los A...)

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