Yield-factor volatility models

B-Tier
Journal: Journal of Banking & Finance
Year: 2007
Volume: 31
Issue: 10
Pages: 3125-3144

Authors (2)

Perignon, Christophe (HEC Paris (École des Hautes Ét...) Smith, Daniel R. (Simon Fraser University)

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

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Technical Details

RePEc Handle
repec:eee:jbfina:v:31:y:2007:i:10:p:3125-3144
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29