Institution: Universität Zürich
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 | 0.67 | 0.00 | 0.00 | 1.34 |
| All Time | 1.01 | 2.35 | 0.00 | 0.00 | 8.71 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2019 | Large Dynamic Covariance Matrices | Journal of Business & Economic Statistics | A | 3 |
| 2003 | Flexible Multivariate GARCH Modeling with an Application to International Stock Markets | Review of Economics and Statistics | A | 3 |
| 2001 | Gain, Loss, and Asset Pricing | Journal of Political Economy | S | 2 |
| 1996 | Robust Structure without Predictability: The "Compass Rose" Pattern of the Stock Market. | Journal of Finance | A | 2 |