Institution: Universität St. Gallen
Primary Field: Macro (weighted toward more recent publications)
Homepage: http://www.mathstat.unisg.ch/
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 | 0.50 | 0.00 | 0.50 | 14% |
| Last 10 Years | 0.00 | 0.00 | 1.51 | 0.00 | 1.51 | 37% |
| All Time | 0.00 | 3.36 | 3.53 | 0.00 | 6.90 | 85% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Media-expressed tone, option characteristics, and stock return predictability | Journal of Economic Dynamics and Control | B | 4 |
| 2018 | Measuring Spot Variance Spillovers when (Co)variances are Time‐varying – The Case of Multivariate GARCH Models | Oxford Bulletin of Economics and Statistics | B | 2 |
| 2015 | Are classical option pricing models consistent with observed option second-order moments? Evidence from high-frequency data | Journal of Banking & Finance | B | 2 |
| 2015 | Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints | Journal of Econometrics | A | 2 |
| 2015 | Specification and structural break tests for additive models with applications to realized variance data | Journal of Econometrics | A | 3 |
| 2015 | A variance spillover analysis without covariances: What do we miss? | Journal of International Money and Finance | B | 2 |