Institution: Universität Konstanz
Primary Field: Econometrics (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 2.02 | 0.00 | 0.00 | 2.02 | 57% |
| Last 10 Years | 0.00 | 4.04 | 0.00 | 0.00 | 4.04 | 66% |
| All Time | 0.00 | 4.04 | 2.02 | 0.00 | 6.05 | 84% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Realized Quantiles* | Journal of Business & Economic Statistics | A | 2 |
| 2018 | Estimating stable latent factor models by indirect inference | Journal of Econometrics | A | 2 |
| 2012 | Improving the value at risk forecasts: Theory and evidence from the financial crisis | Journal of Economic Dynamics and Control | B | 2 |
| 2011 | Modelling and forecasting multivariate realized volatility | Journal of Applied Econometrics | B | 2 |