Institution: Oxford University
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://www.kevinsheppard.com
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 | 0.00 | 0.00 | 0.00 |
| All Time | 0.00 | 0.00 | 1.88 | 0.00 | 1.88 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2012 | Multivariate high‐frequency‐based volatility (HEAVY) models | Journal of Applied Econometrics | B | 3 |
| 2009 | Optimal combinations of realised volatility estimators | International Journal of Forecasting | B | 2 |
| 2003 | An ordering experiment | Journal of Economic Behavior and Organization | B | 10 |