Institution: Universiteit van Tilburg
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://center.uvt.nl/staff/drost/
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 | 6.05 | 1.35 | 0.00 | 7.40 | 85% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2015 | ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES | Econometric Theory | B | 3 |
| 2007 | The Impact of Overnight Periods on Option Pricing | Journal of Financial and Quantitative Analysis | B | 3 |
| 1999 | Efficiency comparisons of maximum-likelihood-based estimators in GARCH models | Journal of Econometrics | A | 2 |
| 1997 | Efficient estimation in semiparametric GARCH models | Journal of Econometrics | A | 2 |
| 1996 | Closing the GARCH gap: Continuous time GARCH modeling | Journal of Econometrics | A | 2 |