Econometric methods for derivative securities and risk management

A-Tier

Journal: Journal of Econometrics

Year: 2000

Volume: 94

Issue: 1-2

Pages: 1-7

Authors (3)

Garcia, R. (Université de Montréal) Ghysels, E. (University of North Carolina-C...) Renault, E.

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