Modeling volatility persistence of speculative returns: A new approach

A-Tier
Journal: Journal of Econometrics
Year: 1996
Volume: 73
Issue: 1
Pages: 185-215

Authors (2)

Ding, Zhuanxin (not in RePEc) Granger, Clive W. J.

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:73:y:1996:i:1:p:185-215
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25