Dennis Kristensen

54 papers and 1.4k indexed citations i.

Dennis Kristensen has authored 54 papers that have received a total of 1.4k indexed citations. This includes 36 papers in Finance, 27 papers in Statistics and Probability and 17 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (27 papers), Statistical Methods and Inference (24 papers) and Stochastic processes and financial applications (20 papers). Dennis Kristensen is often cited by papers focused on Financial Risk and Volatility Modeling (27 papers), Statistical Methods and Inference (24 papers) and Stochastic processes and financial applications (20 papers) and collaborates with scholars based in United Kingdom, Denmark and United States. Dennis Kristensen's co-authors include Anders Rahbek, Michael Creel, Oliver Linton, Richard Blundell and Yongseok Shin and has published in prestigious journals such as Journal of Financial Economics, American Economic Review and Econometrica.