Bayesian analysis of contingent claim model error

A-Tier
Journal: Journal of Econometrics
Year: 2000
Volume: 94
Issue: 1-2
Pages: 145-180

Authors (2)

Jacquier, Eric (not in RePEc) Jarrow, Robert (Cornell University)

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:94:y:2000:i:1-2:p:145-180
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25