Volatility timing: How best to forecast portfolio exposures

C-Tier

Journal: Journal of Empirical Finance

Year: 2013

Volume: 24

Issue: C

Pages: 108-115

Authors (2)

Clements, A. (Queensland University of Techn...) Silvennoinen, A. (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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