Price volatility and rational expectations in a sectoral framework commodity model: a multivariate GARCH approach

C-Tier

Journal: Agricultural Economics

Year: 2011

Volume: 42

Issue: 3

Pages: 419-435

Authors (2)

Anthony N. Rezitis (not in RePEc) Konstantinos S. Stavropoulos

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