The common and specific components of dynamic volatility

A-Tier
Journal: Journal of Econometrics
Year: 2006
Volume: 132
Issue: 1
Pages: 231-255

Authors (3)

Connor, Gregory (not in RePEc) Korajczyk, Robert A. (Northwestern University) Linton, Oliver (University of Cambridge)

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:132:y:2006:i:1:p:231-255
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25