Stock Volatility and the Crash of '87: Discussion.

A-Tier
Journal: The Review of Financial Studies
Year: 1990
Volume: 3
Issue: 1
Pages: 103-06

Authors (1)

Engle, Robert F (New York University (NYU))

Score contribution per author:

4.022 = (α=2.01 / 1 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:oup:rfinst:v:3:y:1990:i:1:p:103-06
Journal Field
Finance
Author Count
1
Added to Database
2026-01-25