Institution: Uniwersytet Mikolaja Kopernika w Toruniu
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 | 0.03 | 0.34 | 1.71 | 48% |
| Last 10 Years | 0.00 | 1.35 | 2.04 | 0.34 | 3.73 | 62% |
| All Time | 0.00 | 1.35 | 2.04 | 0.34 | 3.73 | 78% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies | Economic Modeling | C | 3 |
| 2023 | Attention to oil prices and its impact on the oil, gold and stock markets and their covariance | Energy Economics | A | 3 |
| 2022 | Forecasting: theory and practice | International Journal of Forecasting | B | 80 |
| 2019 | Improving forecasts with the co-range dynamic conditional correlation model | Journal of Economic Dynamics and Control | B | 2 |
| 2016 | Low and high prices can improve volatility forecasts during periods of turmoil | International Journal of Forecasting | B | 2 |