An empirical comparison of continuous-time models of implied volatility indices

B-Tier

Journal: Journal of Banking & Finance

Year: 2007

Volume: 31

Issue: 12

Pages: 3584-3603

Authors (3)

Dotsis, George (not in RePEc) Psychoyios, Dimitris (not in RePEc) Skiadopoulos, George (University of Piraeus)

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