Modeling the interdependence of volatility and inter-transaction duration processes

A-Tier

Journal: Journal of Econometrics

Year: 2002

Volume: 106

Issue: 2

Pages: 369-400

Authors (2)

Grammig, Joachim (Eberhard-Karls-Universität Tüb...) Wellner, Marc (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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