Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2012
Volume: 74
Issue: 5
Pages: 716-735

Authors (2)

Genaro Sucarrat (BI Handelshøyskolen) Alvaro Escribano (Universidad Carlos III de Madr...)

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

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Technical Details

RePEc Handle
repec:bla:obuest:v:74:y:2012:i:5:p:716-735
Journal Field
General
Author Count
2
Added to Database
2026-01-25