Disturbing extremal behavior of spot rate dynamics

C-Tier

Journal: Journal of Empirical Finance

Year: 2003

Volume: 10

Issue: 4

Pages: 455-477

Authors (2)

Bali, Turan G. (not in RePEc) Neftci, Salih N.

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