Institution: Toulouse School of Economics (TSE)
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 | 0.00 | 0.00 | 0.00 |
| All Time | 0.00 | 6.03 | 1.51 | 0.00 | 13.91 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2015 | The long and the short of the risk-return trade-off | Journal of Econometrics | A | 4 |
| 2014 | The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation | Journal of Financial and Quantitative Analysis | B | 4 |
| 2013 | Bootstrapping realized multivariate volatility measures | Journal of Econometrics | A | 3 |
| 2012 | Testing distributional assumptions: A GMM aproach | Journal of Applied Econometrics | B | 2 |
| 2011 | Realized volatility forecasting and market microstructure noise | Journal of Econometrics | A | 3 |
| 2011 | Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices | The Review of Financial Studies | A | 4 |
| 2011 | Box-Cox transforms for realized volatility | Journal of Econometrics | A | 2 |
| 2011 | Realized Volatility | Journal of Econometrics | A | 3 |
| 2006 | GARCH and irregularly spaced data | Economics Letters | C | 3 |
| 2005 | Testing normality: a GMM approach | Journal of Econometrics | A | 2 |
| 2004 | Temporal aggregation of volatility models | Journal of Econometrics | A | 2 |