Institution: Aarhus Universitet
Primary Field: Econometrics (weighted toward more recent publications)
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 | 3.70 | 2.02 | 0.00 | 5.72 | 86% |
| Last 10 Years | 0.00 | 6.05 | 2.02 | 0.00 | 8.07 | 84% |
| All Time | 0.00 | 6.05 | 2.02 | 0.00 | 8.07 | 86% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2025 | Warp speed price moves: Jumps after earnings announcements | Journal of Financial Economics | A | 3 |
| 2024 | FUNCTIONAL SEQUENTIAL TREATMENT ALLOCATION WITH COVARIATES | Econometric Theory | B | 3 |
| 2023 | The incremental information in the yield curve about future interest rate risk | Journal of Banking & Finance | B | 3 |
| 2023 | Treatment recommendation with distributional targets | Journal of Econometrics | A | 3 |
| 2023 | A GMM approach to estimate the roughness of stochastic volatility | Journal of Econometrics | A | 4 |
| 2022 | Functional Sequential Treatment Allocation | Journal of the American Statistical Association | B | 3 |
| 2019 | The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing | Journal of Econometrics | A | 3 |
| 2017 | Inference from high-frequency data: A subsampling approach | Journal of Econometrics | A | 4 |