Option‐based evidence of the nonstationarity of expected S&P 500 futures price distributions

C-Tier

Journal: Journal of Futures Markets

Year: 1992

Volume: 12

Issue: 3

Pages: 275-290

Authors (3)

Bruce J. Sherrick Scott H. Irwin (not in RePEc) D. Lynn Forster (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