Institution: Universiteit van Tilburg
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://center.nl/staff/werker
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 | 1.68 | 0.67 | 0.00 | 4.36 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2006 | GARCH and irregularly spaced data | Economics Letters | C | 3 |
| 2004 | Dynamic factor models | Journal of Econometrics | A | 3 |
| 2003 | Currency hedging for international stock portfolios: The usefulness of mean-variance analysis | Journal of Banking & Finance | B | 3 |
| 1996 | Closing the GARCH gap: Continuous time GARCH modeling | Journal of Econometrics | A | 2 |