Nonparametric estimation of structural models for high-frequency currency market data

A-Tier
Journal: Journal of Econometrics
Year: 1995
Volume: 66
Issue: 1-2
Pages: 251-287

Authors (4)

Bansal, Ravi (Duke University) Gallant, A. Ronald (Pennsylvania State University) Hussey, Robert (Georgetown University) Tauchen, George (Duke University)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:66:y:1995:i:1-2:p:251-287
Journal Field
Econometrics
Author Count
4
Added to Database
2026-01-24