Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence

C-Tier
Journal: Journal of Empirical Finance
Year: 2010
Volume: 17
Issue: 2
Pages: 270-282

Authors (2)

Gençay, Ramazan Gradojevic, Nikola (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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:empfin:v:17:y:2010:i:2:p:270-282
Journal Field
Finance
Author Count
2
Added to Database
2026-02-08