Per Frederiksen

6 papers and 259 indexed citations i.

About

Per Frederiksen has authored 6 papers that have received a total of 259 indexed citations. This includes 5 papers in Finance, 2 papers in Statistics and Probability and 2 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (5 papers), Statistical Distribution Estimation and Applications (2 papers) and Market Dynamics and Volatility (2 papers). Per Frederiksen is often cited by papers focused on Financial Risk and Volatility Modeling (5 papers), Statistical Distribution Estimation and Applications (2 papers) and Market Dynamics and Volatility (2 papers) and collaborates with scholars based in United States, Canada and Denmark. Per Frederiksen's co-authors include Morten Ørregaard Nielsen, Torben G. Andersen, Tim Bollerslev and Tim Bollerslev and has published in prestigious journals such as Journal of Business and Economic Statistics, Journal of Applied Econometrics and Journal of Empirical Finance.

In The Last Decade

Rankless by CCL
2025