On the relation between GARCH and stable processes

A-Tier
Journal: Journal of Econometrics
Year: 1991
Volume: 48
Issue: 3
Pages: 313-324

Authors (1)

de Vries, Casper G. (Erasmus Universiteit Rotterdam)

Score contribution per author:

4.036 = (α=2.02 / 1 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:48:y:1991:i:3:p:313-324
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25