Time-variations in commodity price jumps

C-Tier

Journal: Journal of Empirical Finance

Year: 2015

Volume: 31

Issue: C

Pages: 72-84

Authors (3)

Diewald, Laszlo (not in RePEc) Prokopczuk, Marcel (Leibniz Universität Hannover) Wese Simen, Chardin (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