Institution: Maastricht University
Primary Field: Econometrics (weighted toward more recent publications)
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 | 0.67 | 0.00 | 0.67 |
| All Time | 0.00 | 1.01 | 2.01 | 0.00 | 4.02 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2017 | Volatility measures and Value-at-Risk | International Journal of Forecasting | B | 3 |
| 2005 | An evaluation framework for alternative VaR-models | Journal of International Money and Finance | B | 3 |
| 2004 | More evidence on the dollar risk premium in the foreign exchange market | Journal of International Money and Finance | B | 3 |
| 2003 | Direct estimation of the risk neutral factor dynamics of Gaussian term structure models | Journal of Econometrics | A | 2 |