Structural change and estimated persistence in the GARCH(1,1)-model

C-Tier

Journal: Economics Letters

Year: 2007

Volume: 97

Issue: 1

Pages: 17-23

Authors (2)

Kramer, Walter (Universität Dortmund) Azamo, Baudouin Tameze (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

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