Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model

B-Tier

Journal: Oxford Bulletin of Economics and Statistics

Year: 2016

Volume: 78

Issue: 1

Pages: 126-144

Authors (3)

Min-Hsien Chiang (not in RePEc) Ray Yeutien Chou (Academia Sinica) Li-Min Wang (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

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