Alternative models for stock price dynamics

A-Tier

Journal: Journal of Econometrics

Year: 2003

Volume: 116

Issue: 1-2

Pages: 225-257

Authors (4)

Chernov, Mikhail (not in RePEc) Ronald Gallant, A. (Pennsylvania State University) Ghysels, Eric (not in RePEc) Tauchen, George (Duke University)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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