Long memory and structural breaks in commodity futures markets

C-Tier

Journal: Journal of Futures Markets

Year: 2011

Volume: 31

Issue: 11

Pages: 1076-1113

Authors (3)

Jerry Coakley (University of Essex) Jian Dollery (not in RePEc) Neil Kellard (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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