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Researcher · Northwestern University · United States

Torben G. Andersen

Torben G. Andersen publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Market Dynamics and Volatility and Complex Systems and Time Series Analysis.

ORCID 0009-0004-0397-000X OpenAlex
World rank
#13,873
of 1,633,909 ranked researchers
Rank in United States
#6,659
of 358,040
Works
43
Citations
2.6k
Citations per work
59.6

What does Torben G. Andersen research?

Finance: 46.6%Economics and Econometrics: 34.5%General Economics, Econometrics and Finance: 6.9%Organizational Behavior and Human Resource Management: 1.7%other fields: 10.3%47%top field
Finance46.6%Economics and Econometrics34.5%General Economics, Econometrics and Finance6.9%Organizational Behavior and Human Resource Management1.7%other fields10.3%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance47% of their works
  2. 2Economics and Econometrics34% of their works
  3. 3General Economics, Econometrics and Finance7% of their works
  4. 4Organizational Behavior and Human Resource Management2% of their works
  5. 5Information Systems2% of their works
  6. 6Numerical Analysis2% of their works

Research topics

Which keywords describe Torben G. Andersen's research?

The keywords of their largest research topics: Monetary Policy, GARCH Models, Volatility, Economic Policy Uncertainty, Oil Price Shocks, Econophysics, Multifractal Analysis 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 Policy142 topics
  2. GARCH Models131 topic
  3. Volatility131 topic
  4. Economic Policy Uncertainty101 topic
  5. Oil Price Shocks101 topic
  6. Econophysics81 topic
  7. Multifractal Analysis81 topic
  8. Asset Pricing61 topic
  9. Stock Returns61 topic
  10. Option Pricing51 topic
  11. Stochastic Calculus51 topic
  12. Economic Growth41 topic
  13. Fiscal Policy41 topic
  14. Credit Spread Changes21 topic
  15. Default Risk21 topic
  16. Matrix Computations11 topic
  17. Numerical Linear Algebra11 topic

Where does Torben G. Andersen work?

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

How many publications and citations does Torben G. Andersen have?

Science Explorer counts 43 works and 2,564 citations for Torben G. Andersen, ranking #13,873 of 1,633,909 researchers worldwide on the composite 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 are in the interactive view on the map. Is this your page? Request a correction or removal.