108(top 5%)
papers
1.7K(top 10%)
citations
23(top 10%)
h-index
37(top 10%)
g-index
141
all documents
2.2K
doc citations
498
citing journals
105
times ranked
Filter by:Articles (Lifetime) (2) | Citations (Lifetime) (4) | Citations (per year) (3) | Most Cited Article (Lifetime) (6) | Most Cited Article (per year) (19) | Low Rankings (Lifetime) (23) | Low Rankings (per year) (160) |
1st most cited author in Applied Economics Letters (2006) [with 129 citations of 1 articles]
1st most cited paper in Applied Economics Letters (2006) [with 129 citations of an article]
1st most cited author in Applied Economics Letters (lifetime) [with 129 citations of 1 articles]
1st most cited paper in Applied Economics Letters (lifetime) [with 129 citations of an article]
1st most cited paper in Econometrics (2013) [with 88 citations of an article]
3rd most cited paper in Journal of Forecasting (2008) [with 63 citations of an article]
3rd most cited paper in Statistical Methods and Applications (2005) [with 85 citations of an article]
4th most cited paper in Journal of Financial Econometrics (2013) [with 27 citations of an article]
4th most cited paper in Journal of Risk (2008) [with 42 citations of an article]
7th most cited author in Journal of Economic Surveys (2012) [with 132 citations of 1 articles]
7th most cited paper in Journal of Economic Surveys (2012) [with 132 citations of an article]
9th most cited paper in Econometrics (2017) [with 28 citations of an article]
11th most cited paper in Journal of Time Series Analysis (2002) [with 26 citations of an article]
11th most cited paper in Journal of Financial Stability (2018) [with 98 citations of an article]
11th most cited paper in Journal of Financial Econometrics (2006) [with 34 citations of an article]
11th most cited author in Econometrics (lifetime) [with 116 citations of 2 articles]
12th most cited author in Statistical Methods and Applications (lifetime) [with 103 citations of 3 articles]
13th most cited paper in Statistical Methods and Applications (lifetime) [with 103 citations of an article]
13th most cited paper in Econometrics (lifetime) [with 116 citations of an article]
16th most cited paper in Journal of Economic Surveys (2014) [with 53 citations of an article]
19th most published author in North American Journal of Economics and Finance (lifetime) [with 6 articles having 45 citations]
20th most cited paper in Econometric Reviews (2015) [with 22 citations of an article]
22nd most cited paper in Mathematics and Computers in Simulation (2009) [with 45 citations of an article]
22nd most cited paper in Journal of Empirical Finance (2019) [with 25 citations of an article]
24th most cited paper in Econometric Reviews (2008) [with 21 citations of an article]
27th most cited paper in Journal of Risk (lifetime) [with 42 citations of an article]
32nd most cited paper in Computational Statistics and Data Analysis (2010) [with 75 citations of an article]
37th most published author in SSRN Electronic Journal (lifetime) [with 17 articles having 55 citations]
60th most cited paper in Quantitative Finance (2015) [with 25 citations of an article]
81st most cited paper in Ecological Economics (2018) [with 84 citations of an article]
89th most cited paper in Journal of Financial Econometrics (lifetime) [with 64 citations of an article]
91st most cited author in Energy Economics (2017) [with 107 citations of 2 articles]
96th most cited author in Journal of Economic Surveys (lifetime) [with 198 citations of 4 articles]
99th most cited paper in Journal of Financial Stability (lifetime) [with 98 citations of an article]