Institution: University of Western Ontario
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://economics.uwo.ca/people/faculty/faculty-profile/lars-stentoft.html
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 | 0.67 | 1.34 | 0.00 | 2.68 |
| All Time | 0.00 | 0.67 | 4.02 | 0.00 | 5.36 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | Affine multivariate GARCH models | Journal of Banking & Finance | B | 3 |
| 2020 | Dynamics of variance risk premia: A new model for disentangling the price of risk | Journal of Econometrics | A | 3 |
| 2020 | Pricing individual stock options using both stock and market index information | Journal of Banking & Finance | B | 3 |
| 2015 | Option pricing with asymmetric heteroskedastic normal mixture models | International Journal of Forecasting | B | 2 |
| 2014 | The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options | International Journal of Forecasting | B | 3 |
| 2011 | Multivariate option pricing with time varying volatility and correlations | Journal of Banking & Finance | B | 2 |