Institution: Aarhus Universitet
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://www.econ.au.dk/research/research-centres/creates/people/research-fellows/valeri-voev/
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 | 1.01 | 1.68 | 0.00 | 3.69 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2014 | REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY | Journal of Applied Econometrics | B | 3 |
| 2011 | Modelling and forecasting multivariate realized volatility | Journal of Applied Econometrics | B | 2 |
| 2011 | Least Squares Inference on Integrated Volatility and the Relationship Between Efficient Prices and Noise | Journal of Business & Economic Statistics | A | 2 |