Testing multivariate distributions in GARCH models

A-Tier
Journal: Journal of Econometrics
Year: 2008
Volume: 143
Issue: 1
Pages: 19-36

Authors (2)

Bai, Jushan (Columbia University) Chen, Zhihong (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:143:y:2008:i:1:p:19-36
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-24