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Researcher · University of Toronto · Canada

Peter Christoffersen

Peter Christoffersen publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Stochastic processes and financial applications and Market Dynamics and Volatility.

OpenAlex
World rank
#44,992
of 7,710,434 ranked researchers
Rank in Canada
#1,228
of 183,316
Works
257
Citations
14k
Citations per work
55.0
h-index
54
i10-index 136Top 0.8% in Finance
Peter Christoffersen

What does Peter Christoffersen research?

Peter Christoffersen's work is mostly in Economics, Econometrics and Finance (86%), Decision Sciences (3%), Business, Management and Accounting (2%).

Social Sciences: 232 works · 90.2% of their workEconomics, Econometrics and Finance: 220 works · 85.6% of their workFinance: 144 works · 55.9% of their workEconomics and Econometrics: 57 works · 22.0% of their workGeneral Economics, Econometrics and Finance: 20 works · 7.7% of their workDecision Sciences: 7 works · 2.6% of their workManagement Science and Operations Research: 7 works · 2.6% of their workBusiness, Management and Accounting: 5 works · 2.0% of their workAccounting: 5 works · 2.0% of their workEverything else: 22 works · 8.5% of their workPhysical Sciences: 3 works · 1.3% of their workEnvironmental Science: 3 works · 1.3% of their workGlobal and Planetary Change: 3 works · 1.3% of their workTHEIR WORKPeterChristoffersen257works
Physical Sciences1%Social Sciences90%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance22085.6%
    2. Decision Sciences72.6%
    3. Business, Management and Accounting52.0%
  2. Everything else228.5%
    1. Environmental Science31.3%
  1. 1Finance56% of their works
  2. 2Economics and Econometrics22% of their works
  3. 3General Economics, Econometrics and Finance8% of their works
  4. 4Management Science and Operations Research3% of their works
  5. 5Accounting2% of their works
  6. 6Global and Planetary Change1% of their works

Research topics

Which keywords describe Peter Christoffersen's research?

The keywords of their largest research topics: Monetary Policy, GARCH Models, Volatility, Option Pricing, Stochastic Calculus, Economic Policy Uncertainty, Oil Price Shocks and Asset Pricing.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. Monetary Policy1292 topics
  2. GARCH Models1041 topic
  3. Volatility1041 topic
  4. Option Pricing881 topic
  5. Stochastic Calculus881 topic
  6. Economic Policy Uncertainty811 topic
  7. Oil Price Shocks811 topic
  8. Asset Pricing771 topic
  9. Stock Returns771 topic
  10. Investment Under Uncertainty531 topic
  11. Real Options531 topic
  12. Economic Growth481 topic
  13. Fiscal Policy481 topic
  14. Econophysics321 topic
  15. Multifractal Analysis321 topic
  16. Credit Spread Changes301 topic
  17. Default Risk301 topic

Where does Peter Christoffersen work?

Peter Christoffersen's main affiliation in the publication record is University of Toronto, Canada.

How many publications and citations does Peter Christoffersen have?

OpenAlex counts 257 works and 14,131 citations for Peter Christoffersen, an h-index of 54, ranking #44,992 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

Discussion

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