An evolutionary game theory explanation of ARCH effects

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2007

Volume: 31

Issue: 7

Pages: 2234-2262

Authors (2)

Parke, William R. (not in RePEc) Waters, George A. (Illinois State University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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