Exact inference and optimal invariant estimation for the stability parameter of symmetric [alpha]-stable distributions

C-Tier

Journal: Journal of Empirical Finance

Year: 2010

Volume: 17

Issue: 2

Pages: 180-194

Authors (2)

Dufour, Jean-Marie (McGill University) Kurz-Kim, Jeong-Ryeol (not in RePEc)

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