Multimodality in GARCH regression models

B-Tier

Journal: International Journal of Forecasting

Year: 2008

Volume: 24

Issue: 3

Pages: 432-448

Authors (2)

Doornik, Jurgen A. (not in RePEc) Ooms, Marius (Tinbergen Instituut)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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