Institution: ESSEC Business School
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://www.jeroenvkrombouts.com
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 | 0.67 | 3.02 | 0.00 | 4.36 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2013 | On loss functions and ranking forecasting performances of multivariate volatility models | Journal of Econometrics | A | 3 |
| 2011 | Multivariate option pricing with time varying volatility and correlations | Journal of Banking & Finance | B | 2 |
| 2007 | SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS | Econometric Theory | B | 2 |
| 2005 | Clustered panel data models: an efficient approach for nowcasting from poor data | International Journal of Forecasting | B | 2 |