Content horizons for conditional variance forecasts

B-Tier

Journal: International Journal of Forecasting

Year: 2005

Volume: 21

Issue: 2

Pages: 249-260

Authors (2)

Galbraith, John W. (McGill University) KI[#x1e63]Inbay, Turgut (not in RePEc)

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