Volatilities of different time resolutions -- Analyzing the dynamics of market components
C-Tier
Journal:Journal of Empirical Finance
Year:
1997
Volume:
4
Issue:
2-3
Pages:
213-239
Authors (6)
Muller, Ulrich A.
(not in RePEc)
Dacorogna, Michel M.
Dave, Rakhal D.
(not in RePEc)
Olsen, Richard B.
(not in RePEc)
Pictet, Olivier V.
(not in RePEc)
von Weizsacker, Jacob E.
(not in RePEc)
Score contribution per author:
0.168=(α=2.02 / 6 authors)×0.5x C-tier
α: calibrated so average coauthorship-adjusted count equals average raw count