The intraday multivariate structure of the Eurofutures markets
C-Tier
Journal:Journal of Empirical Finance
Year:
1999
Volume:
6
Issue:
5
Pages:
479-513
Authors (5)
Ballocchi, Giuseppe
(not in RePEc)
Dacorogna, Michel M.
Hopman, Carl M.
(not in RePEc)
Muller, Ulrich A.
(not in RePEc)
Olsen, Richard B.
(not in RePEc)
Score contribution per author:
0.202=(α=2.02 / 5 authors)×0.5x C-tier
α: calibrated so average coauthorship-adjusted count equals average raw count