Institution: Université de Namur
Primary Field: Econometrics (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| 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 | 1.01 | 3.85 | 0.00 | 5.87 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2014 | Are novice private equity funds risk-takers? Evidence from a comparison with established funds | Journal of Corporate Finance | B | 3 |
| 2007 | The information content of the Bond-Equity Yield Ratio: Better than a random walk? | International Journal of Forecasting | B | 2 |
| 2007 | IPOs, trade sales and liquidations: Modelling venture capital exits using survival analysis | Journal of Banking & Finance | B | 2 |
| 2005 | News announcements, market activity and volatility in the euro/dollar foreign exchange market | Journal of International Money and Finance | B | 3 |
| 2004 | A comparison of financial duration models via density forecasts | International Journal of Forecasting | B | 4 |
| 2003 | Market risk in commodity markets: a VaR approach | Energy Economics | A | 2 |