Institution: Università degli Studi di Salerno
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://docenti.unisa.it/005005/en/home
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 | 1.01 | 0.00 | 1.34 |
| Last 10 Years | 0.00 | 0.00 | 2.51 | 0.00 | 2.85 |
| All Time | 0.00 | 0.00 | 2.51 | 0.00 | 2.85 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators | Economic Modeling | C | 3 |
| 2022 | Nonparametric expected shortfall forecasting incorporating weighted quantiles | International Journal of Forecasting | B | 2 |
| 2020 | A Model Confidence Set approach to the combination of multivariate volatility forecasts | International Journal of Forecasting | B | 4 |
| 2019 | Heterogeneous component multiplicative error models for forecasting trading volumes | International Journal of Forecasting | B | 2 |