Interval forecasting : An analysis based upon ARCH-quantile estimators

A-Tier
Journal: Journal of Econometrics
Year: 1989
Volume: 40
Issue: 1
Pages: 87-96

Authors (3)

Granger, C. W. J. White, Halbert Kamstra, Mark (York University)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:40:y:1989:i:1:p:87-96
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25