Markov chain Monte Carlo methods for stochastic volatility models

A-Tier

Journal: Journal of Econometrics

Year: 2002

Volume: 108

Issue: 2

Pages: 281-316

Authors (3)

Chib, Siddhartha (not in RePEc) Nardari, Federico (not in RePEc) Shephard, Neil (Harvard University)

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