Tails, Fears, and Risk Premia

A-Tier

Journal: Journal of Finance

Year: 2011

Volume: 66

Issue: 6

Pages: 2165-2211

Authors (2)

TIM BOLLERSLEV (National Bureau of Economic Re...) VIKTOR TODOROV (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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