A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return.

A-Tier
Journal: Review of Economics and Statistics
Year: 1987
Volume: 69
Issue: 3
Pages: 542-47

Authors (1)

Bollerslev, Tim (National Bureau of Economic Re...)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:tpr:restat:v:69:y:1987:i:3:p:542-47
Journal Field
General
Author Count
1
Added to Database
2026-01-24