Aggregational Gaussianity and barely infinite variance in financial returns

C-Tier
Journal: Journal of Empirical Finance
Year: 2013
Volume: 20
Issue: C
Pages: 102-108

Authors (3)

Antypas, Antonios (not in RePEc) Koundouri, Phoebe (Athens University of Economics) Kourogenis, Nikolaos (not in RePEc)

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

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Technical Details

RePEc Handle
repec:eee:empfin:v:20:y:2013:i:c:p:102-108
Journal Field
Finance
Author Count
3
Added to Database
2026-02-17