Foreign exchange trading models and market behavior

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2003

Volume: 27

Issue: 6

Pages: 909-935

Authors (4)

Gencay, Ramazan Dacorogna, Michel (not in RePEc) Olsen, Richard (University of Essex) Pictet, Olivier (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

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