Institution: European Central Bank
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 | 0.67 | 3.18 | 0.00 | 0.00 | 9.05 |
| Last 10 Years | 1.17 | 6.10 | 0.00 | 0.00 | 16.89 |
| All Time | 1.17 | 6.10 | 0.00 | 0.00 | 16.89 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | From zero to hero: Realized partial (co)variances | Journal of Econometrics | A | 4 |
| 2022 | Realized semibetas: Disentangling “good” and “bad” downside risks | Journal of Financial Economics | A | 3 |
| 2022 | Conditional Superior Predictive Ability | Review of Economic Studies | S | 3 |
| 2021 | Multi-Horizon Forecast Comparison | Journal of Business & Economic Statistics | A | 1 |
| 2020 | Multivariate leverage effects and realized semicovariance GARCH models | Journal of Econometrics | A | 3 |
| 2020 | Realized Semicovariances | Econometrica | S | 4 |
| 2018 | Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions | Journal of Econometrics | A | 3 |
| 2017 | Positive semidefinite integrated covariance estimation, factorizations and asynchronicity | Journal of Econometrics | A | 5 |
| 2017 | Risk Measure Inference | Journal of Business & Economic Statistics | A | 4 |
| 2016 | Exploiting the errors: A simple approach for improved volatility forecasting | Journal of Econometrics | A | 3 |