Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes

B-Tier
Journal: Journal of International Money and Finance
Year: 1997
Volume: 16
Issue: 6
Pages: 921-930

Authors (3)

Goodhart, Charles (not in RePEc) Chang, Yuanchen (not in RePEc) Payne, Richard (City University)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:jimfin:v:16:y:1997:i:6:p:921-930
Journal Field
International
Author Count
3
Added to Database
2026-01-28