Modelling and forecasting multivariate realized volatility

B-Tier

Journal: Journal of Applied Econometrics

Year: 2011

Volume: 26

Issue: 6

Pages: 922-947

Authors (2)

Roxana Chiriac (not in RePEc) Valeri Voev (Aarhus Universitet)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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