Institution: Unknown
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://urlz.fr/2S1j
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 | 0.50 | 0.50 | 12% |
| All Time | 0.00 | 0.00 | 0.00 | 2.02 | 2.02 | 72% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2016 | Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion | Journal of Futures Markets | C | 2 |
| 2015 | Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets | Applied Economics | C | 2 |
| 2014 | Cross-market index with Factor-DCC | Economic Modeling | C | 2 |
| 2014 | Volatility equicorrelation: A cross-market perspective | Economics Letters | C | 2 |