ARCH modeling in finance : A review of the theory and empirical evidence

A-Tier

Journal: Journal of Econometrics

Year: 1992

Volume: 52

Issue: 1-2

Pages: 5-59

Authors (3)

Bollerslev, Tim (National Bureau of Economic Re...) Chou, Ray Y. (not in RePEc) Kroner, Kenneth F. (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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