An evaluation of volatility forecasting techniques

B-Tier

Journal: Journal of Banking & Finance

Year: 1996

Volume: 20

Issue: 3

Pages: 419-438

Authors (2)

Brailsford, Timothy J. (not in RePEc) Faff, Robert W. (University of Queensland)

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