The predictive ability of several models of exchange rate volatility

A-Tier

Journal: Journal of Econometrics

Year: 1995

Volume: 69

Issue: 2

Pages: 367-391

Authors (2)

West, Kenneth D. (University of Wisconsin-Madiso...) Cho, Dongchul (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