Connections between GARCH and stochastic coefficients (SC) models

C-Tier

Journal: Economics Letters

Year: 1994

Volume: 46

Issue: 1

Pages: 7-10

Authors (2)

Swamy, P. A. V. B. (not in RePEc) Tavlas, George S. (Bank of Greece)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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