Institution: Unknown
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 | 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 | 2.02 | 0.50 | 2.52 | 75% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2012 | Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions | Journal of Banking & Finance | B | 2 |
| 2012 | Does model fit matter for hedging? Evidence from FTSE 100 options | Journal of Futures Markets | C | 2 |
| 2008 | Regime dependent determinants of credit default swap spreads | Journal of Banking & Finance | B | 2 |