Evaluating Value-at-Risk Models with Desk-Level Data

B-Tier
Journal: Management Science
Year: 2011
Volume: 57
Issue: 12
Pages: 2213-2227

Authors (3)

Jeremy Berkowitz (not in RePEc) Peter Christoffersen Denis Pelletier (not in RePEc)

Score contribution per author:

0.673 = (α=2.02 / 3 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:inm:ormnsc:v:57:y:2011:i:12:p:2213-2227
Journal Field
General
Author Count
3
Added to Database
2026-02-08