Institution: McGill University
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://guillaumeroussellet.quarto.pub/guillaume-roussellet/
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 | 1.17 | 0.50 | 0.00 | 2.85 |
| All Time | 0.00 | 1.84 | 0.50 | 0.00 | 4.19 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2017 | Scenario generation for long run interest rate risk assessment | Journal of Econometrics | A | 3 |
| 2017 | Staying at zero with affine processes: An application to term structure modelling | Journal of Econometrics | A | 4 |
| 2016 | Credit and liquidity in interbank rates: A quadratic approach | Journal of Banking & Finance | B | 4 |
| 2015 | A Quadratic Kalman Filter | Journal of Econometrics | A | 3 |