A multi-country study of power ARCH models and national stock market returns

B-Tier

Journal: Journal of International Money and Finance

Year: 2000

Volume: 19

Issue: 3

Pages: 377-397

Authors (4)

Brooks, Robert D. (Monash University) Faff, Robert W. (University of Queensland) McKenzie, Michael D. (not in RePEc) Mitchell, Heather (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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