Term structure of risk under alternative econometric specifications

A-Tier
Journal: Journal of Econometrics
Year: 2006
Volume: 131
Issue: 1-2
Pages: 285-308

Authors (2)

Guidolin, Massimo (Università Commerciale Luigi B...) Timmermann, Allan (University of California-San D...)

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

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Technical Details

RePEc Handle
repec:eee:econom:v:131:y:2006:i:1-2:p:285-308
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25