A re-examination of the asymmetric power ARCH model

C-Tier

Journal: Journal of Empirical Finance

Year: 2006

Volume: 13

Issue: 1

Pages: 113-128

Authors (2)

Karanasos, Menelaos Kim, Jinki (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