Institution: Aarhus Universitet
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://mit.econ.au.dk/vip_htm/alunde/
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 | 4.04 | 0.67 | 0.00 | 4.71 | 81% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2011 | Subsampling realised kernels | Journal of Econometrics | A | 4 |
| 2011 | Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading | Journal of Econometrics | A | 4 |
| 2006 | Consistent ranking of volatility models | Journal of Econometrics | A | 2 |
| 2003 | Choosing the Best Volatility Models: The Model Confidence Set Approach* | Oxford Bulletin of Economics and Statistics | B | 3 |