Drift and diffusion function specification for short-term interest rates

C-Tier

Journal: Economics Letters

Year: 2005

Volume: 86

Issue: 3

Pages: 339-346

Authors (2)

Lee, Myoung-jae (Korea University) Li, Wen-juan (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