Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

B-Tier

Journal: Journal of Applied Econometrics

Year: 2017

Volume: 32

Issue: 1

Pages: 140-158

Authors (3)

Laurent A. F. Callot (not in RePEc) Anders B. Kock (Oxford University) Marcelo C. Medeiros (University of Illinois at Urba...)

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