Efficiency of commodity futures: A vector autoregression analysis

C-Tier

Journal: Journal of Futures Markets

Year: 1985

Volume: 5

Issue: 1

Pages: 57-76

Authors (2)

Giorgio Canarella (University of Nevada-Las Vegas) Stephen K. Pollard (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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