Institution: Sungkyunkwan University
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 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 1.01 | 0.00 | 0.00 | 1.01 | 29% |
| All Time | 0.00 | 7.06 | 0.00 | 0.50 | 7.57 | 86% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2016 | The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series | Journal of Econometrics | A | 4 |
| 2014 | GARCH with omitted persistent covariate | Economics Letters | C | 2 |
| 2014 | Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates | Journal of Business & Economic Statistics | A | 2 |
| 2012 | ARCH/GARCH with persistent covariate: Asymptotic theory of MLE | Journal of Econometrics | A | 2 |
| 2008 | Time series properties of ARCH processes with persistent covariates | Journal of Econometrics | A | 2 |