Autoregressive stochastic volatility models with heavy-tailed distributions: A comparison with multifactor volatility models

C-Tier
Journal: Journal of Empirical Finance
Year: 2008
Volume: 15
Issue: 2
Pages: 332-341

Authors (1)

Asai, Manabu (Soka University)

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

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Technical Details

RePEc Handle
repec:eee:empfin:v:15:y:2008:i:2:p:332-341
Journal Field
Finance
Author Count
1
Added to Database
2026-02-17