Institution: University of Macau
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 | 3.36 | 0.67 | 0.00 | 4.04 | 78% |
| Last 10 Years | 0.00 | 3.36 | 0.67 | 0.00 | 4.04 | 66% |
| All Time | 0.00 | 3.36 | 0.67 | 0.00 | 4.04 | 80% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2025 | Multiplicative factor model for volatility | Journal of Econometrics | A | 4 |
| 2024 | Stock co-jump networks | Journal of Econometrics | A | 4 |
| 2024 | Statistical Learning for Individualized Asset Allocation | Journal of the American Statistical Association | B | 3 |
| 2021 | High dimensional minimum variance portfolio estimation under statistical factor models | Journal of Econometrics | A | 3 |