Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates

C-Tier

Journal: Open Economies Review

Year: 2023

Volume: 34

Issue: 4

Pages: 789-811

Authors (2)

Alia Afzal (not in RePEc) Philipp Sibbertsen (Leibniz Universität Hannover)

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