Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator

C-Tier

Journal: Journal of Futures Markets

Year: 2010

Volume: 30

Issue: 3

Pages: 257-277

Authors (3)

Berna Karali (not in RePEc) Jeffrey H. Dorfman (North Carolina State Universit...) Walter N. Thurman (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