Benchmarks and the accuracy of GARCH model estimation

B-Tier
Journal: International Journal of Forecasting
Year: 2001
Volume: 17
Issue: 1
Pages: 45-56

Authors (3)

Brooks, Chris (University of Reading) Burke, Simon P. (not in RePEc) Persand, Gita (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-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:intfor:v:17:y:2001:i:1:p:45-56
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-24