Institution: University of Westminster
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://www.westminster.ac.uk/about-us/directory/niguez,-trino
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 | 2.02 | 0.00 | 2.02 | 47% |
| All Time | 0.00 | 0.00 | 2.69 | 0.00 | 2.69 | 76% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | Modeling asset returns under time-varying semi-nonparametric distributions | Journal of Banking & Finance | B | 2 |
| 2016 | Multivariate moments expansion density: Application of the dynamic equicorrelation model | Journal of Banking & Finance | B | 2 |
| 2011 | Multivariate semi-nonparametric distributions with dynamic conditional correlations | International Journal of Forecasting | B | 3 |