Time variation of higher moments in a financial market with heterogeneous agents: An analytical approach

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2008

Volume: 32

Issue: 1

Pages: 101-136

Authors (3)

Alfarano, Simone (Universitat Jaume I) Lux, Thomas (Christian-Albrechts-Universitä...) Wagner, Friedrich (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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