A Simple Econometric Approach for Modeling Stress Event Intensities

C-Tier

Journal: Journal of Futures Markets

Year: 2015

Volume: 35

Issue: 4

Pages: 300-320

Authors (4)

Rainer Jobst (not in RePEc) Daniel Rösch (not in RePEc) Harald Scheule Martin Schmelzle (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count