Institution: Vlerick Business School
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://www.vlerick.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 | 2.18 | 1.84 | 0.00 | 6.20 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2012 | Testing conditional asymmetry: A residual-based approach | Journal of Economic Dynamics and Control | B | 3 |
| 2011 | Estimation of stable distributions by indirect inference | Journal of Econometrics | A | 3 |
| 2011 | The impact of macroeconomic news on quote adjustments, noise, and informational volatility | Journal of Banking & Finance | B | 3 |
| 2011 | Market liquidity as dynamic factors | Journal of Econometrics | A | 4 |
| 2004 | The stochastic conditional duration model: a latent variable model for the analysis of financial durations | Journal of Econometrics | A | 2 |
| 2004 | A comparison of financial duration models via density forecasts | International Journal of Forecasting | B | 4 |