A test for volatility spillover with application to exchange rates

A-Tier
Journal: Journal of Econometrics
Year: 2001
Volume: 103
Issue: 1-2
Pages: 183-224

Authors (1)

Hong, Yongmiao (University of Chinese Academy ...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:103:y:2001:i:1-2:p:183-224
Journal Field
Econometrics
Author Count
1
Added to Database
2026-02-02