Institution: Centre de Recherche en Économie et Statistique (CREST)
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 | 1.35 | 0.50 | 0.00 | 1.85 | 49% |
| Last 10 Years | 0.00 | 1.35 | 2.52 | 0.00 | 3.87 | 63% |
| All Time | 0.00 | 1.35 | 6.56 | 0.00 | 7.90 | 86% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | A corrected Clarke test for model selection and beyond | Journal of Econometrics | A | 3 |
| 2023 | Estimation of Copulas via Maximum Mean Discrepancy | Journal of the American Statistical Association | B | 4 |
| 2019 | DYNAMIC ASSET CORRELATIONS BASED ON VINES | Econometric Theory | B | 2 |
| 2017 | ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS | Econometric Theory | B | 2 |
| 2014 | The limits of granularity adjustments | Journal of Banking & Finance | B | 1 |
| 2005 | Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements | Journal of Banking & Finance | B | 2 |
| 2004 | A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD | Econometric Theory | B | 2 |