Institution: Universidade Estadual de Campinas, Departamento de Estatística
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://ctruciosm.github.io
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 | 0.67 | 0.40 | 0.00 | 1.08 | 36% |
| Last 10 Years | 0.00 | 0.67 | 2.42 | 0.34 | 3.43 | 60% |
| All Time | 0.00 | 0.67 | 2.42 | 0.34 | 3.43 | 78% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach | Journal of Business & Economic Statistics | A | 6 |
| 2021 | Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting | International Journal of Forecasting | B | 5 |
| 2020 | Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach | Applied Economics | C | 3 |
| 2019 | Forecasting Bitcoin risk measures: A robust approach | International Journal of Forecasting | B | 1 |