The distribution of realized stock return volatility

A-Tier

Journal: Journal of Financial Economics

Year: 2001

Volume: 61

Issue: 1

Pages: 43-76

Authors (4)

Andersen, Torben G. (National Bureau of Economic Re...) Bollerslev, Tim (National Bureau of Economic Re...) Diebold, Francis X. (not in RePEc) Ebens, Heiko (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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