The exact discretisation of CARMA models with applications in finance

C-Tier
Journal: Journal of Empirical Finance
Year: 2016
Volume: 38
Issue: PB
Pages: 739-761

Authors (2)

Thornton, Michael A. (not in RePEc) Chambers, Marcus J. (University of Essex)

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

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Technical Details

RePEc Handle
repec:eee:empfin:v:38:y:2016:i:pb:p:739-761
Journal Field
Finance
Author Count
2
Added to Database
2026-02-08