Anticipating Long‐Term Stock Market Volatility

B-Tier

Journal: Journal of Applied Econometrics

Year: 2015

Volume: 30

Issue: 7

Pages: 1090-1114

Authors (2)

Christian Conrad (Ruprecht-Karls-Universität Hei...) Karin Loch (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