Extreme value theory and Value-at-Risk: Relative performance in emerging markets

B-Tier
Journal: International Journal of Forecasting
Year: 2004
Volume: 20
Issue: 2
Pages: 287-303

Authors (2)

Gencay, Ramazan Selcuk, Faruk

Score contribution per author:

1.005 = (α=2.01 / 2 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:intfor:v:20:y:2004:i:2:p:287-303
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25