Measuring tail risk

A-Tier
Journal: Journal of Econometrics
Year: 2024
Volume: 241
Issue: 2

Authors (4)

Dierkes, Maik (not in RePEc) Hollstein, Fabian (not in RePEc) Prokopczuk, Marcel (Leibniz Universität Hannover) Würsig, Christoph Matthias (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 4 authors) × 2.0x A-tier

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

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Technical Details

RePEc Handle
repec:eee:econom:v:241:y:2024:i:2:s0304407624001155
Journal Field
Econometrics
Author Count
4
Added to Database
2026-02-17