Exponential functionals of integrated processes

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 100
Issue: 2
Pages: 181-184

Authors (2)

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

Abstract

This paper derives a limit distribution result involving exponential functionals of integrated processes. This implies the availability of an additional class of functions for which the limit behavior of the average of a function of an integrated process is well-established.

Technical Details

RePEc Handle
repec:eee:ecolet:v:100:y:2008:i:2:p:181-184
Journal Field
General
Author Count
2
Added to Database
2026-01-25