Local scale models : State space alternative to integrated GARCH processes

A-Tier
Journal: Journal of Econometrics
Year: 1994
Volume: 60
Issue: 1-2
Pages: 181-202

Authors (1)

Shephard, Neil (Harvard University)

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:60:y:1994:i:1-2:p:181-202
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29