Modelling security market events in continuous time: Intensity based, multivariate point process models

A-Tier
Journal: Journal of Econometrics
Year: 2007
Volume: 141
Issue: 2
Pages: 876-912

Authors (1)

Bowsher, Clive G. (Oxford University)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:141:y:2007:i:2:p:876-912
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-24