Torben G. Andersen

111 papers and 18.2k indexed citations i.

About

Torben G. Andersen has authored 111 papers that have received a total of 18.2k indexed citations. This includes 97 papers in Finance, 76 papers in Economics and Econometrics and 20 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (83 papers), Complex Systems and Time Series Analysis (46 papers) and Market Dynamics and Volatility (46 papers). Torben G. Andersen is often cited by papers focused on Financial Risk and Volatility Modeling (83 papers), Complex Systems and Time Series Analysis (46 papers) and Market Dynamics and Volatility (46 papers) and collaborates with scholars based in United States, Denmark and Canada. Torben G. Andersen's co-authors include Tim Bollerslev, Francis X. Diebold, Viktor Todorov, Oleg Bondarenko and Tim Bollerslev and has published in prestigious journals such as The Journal of Finance, Journal of the American Statistical Association and Journal of Financial Economics

In The Last Decade

Rankless by CCL
2025