Disentangling diffusion from jumps

A-Tier
Journal: Journal of Financial Economics
Year: 2004
Volume: 74
Issue: 3
Pages: 487-528

Authors (1)

Ait-Sahalia, Yacine (Princeton 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:jfinec:v:74:y:2004:i:3:p:487-528
Journal Field
Finance
Author Count
1
Added to Database
2026-01-24