Multifrequency jump-diffusions: An equilibrium approach

C-Tier
Journal: Journal of Mathematical Economics
Year: 2008
Volume: 44
Issue: 2
Pages: 207-226

Authors (2)

Calvet, Laurent E. (SKEMA Business School) Fisher, Adlai J. (University of British Columbia)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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

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Technical Details

RePEc Handle
repec:eee:mateco:v:44:y:2008:i:2:p:207-226
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25