Institution: Ruhr-Universität Bochum
Primary Field: Finance (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 | 0.00 | 1.01 | 0.00 | 1.01 | 35% |
| Last 10 Years | 0.00 | 0.00 | 1.68 | 0.00 | 1.68 | 39% |
| All Time | 0.00 | 1.35 | 5.05 | 0.00 | 6.39 | 84% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Modeling and forecasting realized portfolio weights | Journal of Banking & Finance | B | 2 |
| 2020 | Bias corrections for exponentially transformed forecasts: Are they worth the effort? | International Journal of Forecasting | B | 3 |
| 2015 | Intra-daily volatility spillovers in international stock markets | Journal of International Money and Finance | B | 3 |
| 2014 | The empirical similarity approach for volatility prediction | Journal of Banking & Finance | B | 3 |
| 2012 | The conditional autoregressive Wishart model for multivariate stock market volatility | Journal of Econometrics | A | 3 |
| 2009 | Flexible shrinkage in portfolio selection | Journal of Economic Dynamics and Control | B | 2 |
| 2008 | General uncertainty in portfolio selection: A case-based decision approach | Journal of Economic Behavior and Organization | B | 2 |