Science Explorer Back to mapMap
Discussion
Researcher · Northwestern University · United States

Torben Gustav Andersen

Torben Gustav Andersen 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.

ORCID 0009-0004-0397-000X OpenAlex
World rank
#41,829
of 7,710,434 ranked researchers
Rank in United States
#16,075
of 1,627,098
Works
203
Citations
32k
Citations per work
158.0
h-index
60
i10-index 113Top 0.5% in Finance
Torben Gustav Andersen

What does Torben Gustav Andersen research?

Torben Gustav Andersen's work is mostly in Economics, Econometrics and Finance (88%), Decision Sciences (2%), Mathematics (2%).

Social Sciences: 182 works · 89.5% of their workEconomics, Econometrics and Finance: 178 works · 87.5% of their workFinance: 107 works · 52.8% of their workEconomics and Econometrics: 58 works · 28.5% of their workGeneral Economics, Econometrics and Finance: 13 works · 6.2% of their workDecision Sciences: 4 works · 2.0% of their workManagement Science and Operations Research: 4 works · 2.0% of their workEverything else: 14 works · 7.1% of their workPhysical Sciences: 7 works · 3.4% of their workMathematics: 4 works · 1.8% of their workStatistics and Probability: 4 works · 1.8% of their workComputer Science: 3 works · 1.6% of their workArtificial Intelligence: 3 works · 1.6% of their workTHEIR WORKTorben GustavAndersen203works
Physical Sciences3%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 Finance17887.5%
    2. Decision Sciences42.0%
  2. Everything else147.1%
    1. Mathematics41.8%
    2. Computer Science31.6%
  1. 1Finance53% of their works
  2. 2Economics and Econometrics28% of their works
  3. 3General Economics, Econometrics and Finance6% of their works
  4. 4Management Science and Operations Research2% of their works
  5. 5Statistics and Probability2% of their works
  6. 6Artificial Intelligence2% of their works

Research topics

Which keywords describe Torben Gustav Andersen's research?

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

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. GARCH Models1361 topic
  2. Volatility1361 topic
  3. Monetary Policy1042 topics
  4. Option Pricing821 topic
  5. Stochastic Calculus821 topic
  6. Economic Policy Uncertainty711 topic
  7. Oil Price Shocks711 topic
  8. Econophysics701 topic
  9. Multifractal Analysis701 topic
  10. Asset Pricing541 topic
  11. Stock Returns541 topic
  12. Economic Growth331 topic
  13. Fiscal Policy331 topic
  14. Investment Under Uncertainty111 topic
  15. Real Options111 topic
  16. Stock Market Prediction81 topic
  17. Time Series Forecasting81 topic

Where does Torben Gustav Andersen work?

Torben Gustav Andersen's main affiliation in the publication record is Northwestern University, United States.

How many publications and citations does Torben Gustav Andersen have?

OpenAlex counts 203 works and 32,075 citations for Torben Gustav Andersen, an h-index of 60, ranking #41,829 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

Ask a question or share a note about Torben Gustav Andersen. Posts are plain text and can be reported.