Institution: Bank of England
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 | 0.67 | 0.00 | 1.68 |
| All Time | 0.00 | 0.00 | 0.67 | 0.00 | 1.68 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Improving variance forecasts: The role of Realized Variance features | International Journal of Forecasting | B | 3 |
| 2016 | Volatility risk premium implications of GARCH option pricing models | Economic Modeling | C | 1 |