On the estimation and comparison of short-rate models using the generalised method of moments

B-Tier

Journal: Journal of Banking & Finance

Year: 2006

Volume: 30

Issue: 11

Pages: 3131-3146

Authors (2)

Faff, Robert (University of Queensland) Gray, Philip (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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