Liquidation discount—a novel application of ARFIMA–GARCH

C-Tier

Journal: Journal of Empirical Finance

Year: 2016

Volume: 36

Issue: C

Pages: 151-161

Authors (4)

Singh, Ranjodh B. (not in RePEc) Gould, John (not in RePEc) Chan, Felix (Curtin University) Yang, Joey Wenling (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

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