Varying the VaR for unconditional and conditional environments

B-Tier
Journal: Journal of International Money and Finance
Year: 2007
Volume: 26
Issue: 8
Pages: 1338-1354

Authors (1)

Cotter, John (University College Dublin)

Score contribution per author:

2.018 = (α=2.02 / 1 authors) × 1.0x B-tier

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

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Technical Details

RePEc Handle
repec:eee:jimfin:v:26:y:2007:i:8:p:1338-1354
Journal Field
International
Author Count
1
Added to Database
2026-01-25