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Georgios Sermpinis

Global rank #26158 70%

Institution: University of Glasgow

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2016

Most Recent: 2023

RePEc ID: pse684 ↗

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 0.00 0.53 0.00 0.53
Last 10 Years 0.00 0.00 1.53 0.00 1.53
All Time 0.00 0.00 1.53 0.00 1.53

Publication Statistics

Raw Publications 3
Coauthorship-Adjusted Count 1.54

Publications (3)

Year Article Journal Tier Authors
2023 Technical analysis, spread trading, and data snooping control International Journal of Forecasting B 4
2022 Forecasting: theory and practice International Journal of Forecasting B 80
2016 Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices International Journal of Forecasting B 2