Institution: Feng Chia University
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 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 0.00 | 1.35 | 2.19 | 0.00 | 3.53 | 78% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2012 | Forecasting volatility with asymmetric smooth transition dynamic range models | International Journal of Forecasting | B | 3 |
| 2012 | Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range | International Journal of Forecasting | B | 4 |
| 2011 | Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets | Journal of Business & Economic Statistics | A | 3 |
| 2006 | On a threshold heteroscedastic model | International Journal of Forecasting | B | 2 |