Institution: University of Glasgow
Primary Field: Econometrics (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.53 | 0.00 | 0.53 | 14% |
| Last 10 Years | 0.00 | 0.00 | 1.54 | 0.00 | 1.54 | 37% |
| All Time | 0.00 | 0.00 | 1.54 | 0.00 | 1.54 | 70% |
| 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 |