Asymptotic properties of Monte Carlo estimators of diffusion processes

A-Tier

Journal: Journal of Econometrics

Year: 2006

Volume: 134

Issue: 1

Pages: 1-68

Authors (3)

Detemple, Jerome (not in RePEc) Garcia, Rene (Université de Montréal) Rindisbacher, Marcel (Boston University)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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