Estimating financial risk measures for futures positions: A nonparametric approach

C-Tier

Journal: Journal of Futures Markets

Year: 2010

Volume: 30

Issue: 7

Pages: 689-703

Authors (2)

John Cotter (University College Dublin) Kevin Dowd (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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