Institution: University of Reading
Primary Field: Econometrics (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.67 | 0.00 | 0.67 |
| Last 10 Years | 0.00 | 0.00 | 2.68 | 0.00 | 2.68 |
| All Time | 0.00 | 0.00 | 4.69 | 0.00 | 5.28 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2021 | Analytic moments for GJR-GARCH (1, 1) processes | International Journal of Forecasting | B | 3 |
| 2020 | Forecasting risk measures using intraday data in a generalized autoregressive score framework | International Journal of Forecasting | B | 2 |
| 2019 | Model risk of expected shortfall | Journal of Banking & Finance | B | 2 |
| 2015 | Time varying price discovery | Economics Letters | C | 3 |
| 2012 | Futures basis, inventory and commodity price volatility: An empirical analysis | Economic Modeling | C | 4 |
| 2009 | Modelling Regime‐Specific Stock Price Volatility* | Oxford Bulletin of Economics and Statistics | B | 2 |
| 2006 | Normal mixture GARCH(1,1): applications to exchange rate modelling | Journal of Applied Econometrics | B | 2 |