Volatility Puzzle: Long Memory or Antipersistency

B-Tier
Journal: Management Science
Year: 2023
Volume: 69
Issue: 7
Pages: 3861-3883

Authors (2)

Shuping Shi (Macquarie University) Jun Yu (University of Macau)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:inm:ormnsc:v:69:y:2023:i:7:p:3861-3883
Journal Field
General
Author Count
2
Added to Database
2026-02-13