Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models

C-Tier

Journal: Journal of Futures Markets

Year: 2007

Volume: 27

Issue: 8

Pages: 719-737

Authors (2)

Andreas Röthig (not in RePEc) Carl Chiarella

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