Finite sample properties of the ARCH class of models with stochastic volatility

C-Tier
Journal: Economics Letters
Year: 1997
Volume: 55
Issue: 1
Pages: 27-34

Authors (1)

Deb, Partha (City University of New York (C...)

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

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Technical Details

RePEc Handle
repec:eee:ecolet:v:55:y:1997:i:1:p:27-34
Journal Field
General
Author Count
1
Added to Database
2026-01-25