Heavy tails and currency crises

C-Tier

Journal: Journal of Empirical Finance

Year: 2010

Volume: 17

Issue: 2

Pages: 241-254

Authors (3)

Hartmann, P. (not in RePEc) Straetmans, S. (not in RePEc) de Vries, C.G. (Erasmus Universiteit Rotterdam)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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