Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" [J. Econom. 109 (2002) 33-65]

A-Tier
Journal: Journal of Econometrics
Year: 2004
Volume: 119
Issue: 1
Pages: 221-222

Authors (2)

Bollerslev, Tim (National Bureau of Economic Re...) Zhou, Hao (Tsinghua University)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:119:y:2004:i:1:p:221-222
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-24