Institution: Université du Luxembourg
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 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 0.67 | 0.00 | 0.67 |
| All Time | 0.00 | 0.00 | 3.85 | 0.00 | 3.85 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2017 | Volatility measures and Value-at-Risk | International Journal of Forecasting | B | 3 |
| 2013 | Uncertainty avoidance, risk tolerance and corporate takeover decisions | Journal of Banking & Finance | B | 4 |
| 2010 | Behavioral heterogeneity in the option market | Journal of Economic Dynamics and Control | B | 3 |
| 2008 | On the determinants of portfolio choice | Journal of Economic Behavior and Organization | B | 3 |
| 2008 | Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* | Oxford Bulletin of Economics and Statistics | B | 3 |
| 2005 | An evaluation framework for alternative VaR-models | Journal of International Money and Finance | B | 3 |