An econometric analysis of asymmetric volatility: Theory and application to patents

A-Tier
Journal: Journal of Econometrics
Year: 2007
Volume: 139
Issue: 2
Pages: 259-284

Authors (3)

McAleer, Michael Chan, Felix (not in RePEc) Marinova, Dora (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:139:y:2007:i:2:p:259-284
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25