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Paolo Santucci de Magistris

Global rank #8317 90%

Institution: Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2013

Most Recent: 2023

RePEc ID: psa2171 ↗

Publication Scores

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 2.18 0.00 0.00 4.36
Last 10 Years 0.00 3.85 4.02 0.00 11.73
All Time 0.00 3.85 4.69 0.00 12.40

Publication Statistics

Raw Publications 11
Coauthorship-Adjusted Count 8.58

Publications (11)

Year Article Journal Tier Authors
2023 Climate, wind energy, and CO2 emissions from energy production in Denmark Energy Economics A 4
2022 Liquidity in the global currency market Journal of Financial Economics A 2
2022 Dynamic Discrete Mixtures for High-Frequency Prices Journal of Business & Economic Statistics A 3
2019 It only takes a few moments to hedge options Journal of Economic Dynamics and Control B 3
2019 Volatility tail risk under fractionality Journal of Banking & Finance B 2
2019 A non-structural investigation of VIX risk neutral density Journal of Banking & Finance B 3
2019 On the Identification of Fractionally Cointegrated VAR Models With the Condition Journal of Business & Economic Statistics A 2
2018 Indirect inference with time series observed with error Journal of Applied Econometrics B 2
2017 Chasing volatility Journal of Econometrics A 3
2017 Forecasting With the Standardized Self‐Perturbed Kalman Filter Journal of Applied Econometrics B 3
2013 On the predictability of stock prices: A case for high and low prices Journal of Banking & Finance B 3