On a threshold heteroscedastic model

B-Tier

Journal: International Journal of Forecasting

Year: 2006

Volume: 22

Issue: 1

Pages: 73-89

Authors (2)

Chen, Cathy W.S. (Feng Chia University) So, Mike K.P. (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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