Institution: Università degli Studi di Verona
Primary Field: Macro (weighted toward more recent publications)
Homepage: http://www.alessandrognoatto.com
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 | 1.35 | 0.00 | 1.35 | 70% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2013 | A flexible matrix Libor model with smiles | Journal of Economic Dynamics and Control | B | 3 |
| 2013 | Smiles all around: FX joint calibration in a multi-Heston model | Journal of Banking & Finance | B | 3 |