Functional gradient descent for financial time series with an application to the measurement of market risk

B-Tier

Journal: Journal of Banking & Finance

Year: 2005

Volume: 29

Issue: 4

Pages: 959-977

Authors (2)

Audrino, Francesco (Universität St. Gallen) Barone-Adesi, Giovanni (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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