Estimation and tests for power-transformed and threshold GARCH models

A-Tier

Journal: Journal of Econometrics

Year: 2008

Volume: 142

Issue: 1

Pages: 352-378

Authors (3)

Pan, Jiazhu (not in RePEc) Wang, Hui (not in RePEc) Tong, Howell (London School of Economics (LS...)

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