Institution: Université de Montréal, Département de mathématiques et statistique
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://dms.umontreal.ca/~duchesne.html
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 | 0.00 | 2.02 | 1.35 | 3.36 | 78% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2009 | Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange | Journal of Empirical Finance | C | 3 |
| 2006 | ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES | Econometric Theory | B | 1 |
| 2004 | On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model | Economics Letters | C | 1 |