Moving average conditional heteroskedastic processes

C-Tier

Journal: Economics Letters

Year: 1995

Volume: 49

Issue: 4

Pages: 367-372

Authors (2)

Yang, Minxian (UNSW Sydney) Bewley, Ronald (not in RePEc)

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