Cross-correlations and cross-bicorrelations in Sterling exchange rates

C-Tier

Journal: Journal of Empirical Finance

Year: 1999

Volume: 6

Issue: 4

Pages: 385-404

Authors (2)

Brooks, Chris (not in RePEc) Hinich, Melvin J.

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