World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
43
Citations
17327
World Ranking
1910
National Ranking
1114

Peter Reinhard Hansen publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Peter Reinhard Hansen sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 102 publications — 15th percentile

15% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Peter Reinhard Hansen D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Peter Reinhard Hansen sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 43 D-Index — 50th percentile

50% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Peter Reinhard Hansen is affiliated with the University of North Carolina at Chapel Hill in the United States. Their research focuses primarily on the fields of economics, econometrics, and finance, with a significant number of publications in these areas.

Their scholarly output frequently appears in diverse publication venues, including:

  • arXiv (Cornell University)
  • Econometrics Journal
  • European Journal of Organic Chemistry
  • SSRN Electronic Journal
  • Vaccine

Hansen's research topics encompass a range of specialized areas, notably:

  • Financial Risk and Volatility Modeling
  • Complex Systems and Time Series Analysis
  • Financial Markets and Investment Strategies
  • Stochastic Processes and Financial Applications
  • Statistical Methods and Inference
  • Matrix Theory and Algorithms
  • SARS-CoV-2 and COVID-19 Research

Their work spans several subfields of study, which include:

  • Finance
  • Economics and Econometrics
  • Statistics and Probability
  • Organic Chemistry
  • Epidemiology

Key recent publications by Peter Reinhard Hansen feature empirical and theoretical contributions, such as:

  • "Resilience of HPV vaccine uptake in Denmark: Decline and recovery," 2020, Vaccine
  • "Periodicity in Cryptocurrency Volatility and Liquidity," 2022, Journal of Financial Econometrics
  • "Relative contagiousness of emerging virus variants: An analysis of the Alpha, Delta, and Omicron SARS-CoV-2 variants," 2022, Econometrics Journal
  • "How should parameter estimation be tailored to the objective?", 2021, Journal of Econometrics
  • "A Multivariate Realized GARCH Model," 2020, arXiv (Cornell University)

Frequent collaborators include:

  • Ilya Archakov
  • Chen Tong
  • Tong Chen
  • Yiyao Luo

Peter Reinhard Hansen's contributions cover both applied and theoretical aspects of financial econometrics and epidemiological modeling, reflecting a multidisciplinary approach that integrates economics, statistics, and public health.

Best Publications

  • A forecast comparison of volatility models: does anything beat a GARCH(1,1)?

    Peter Reinhard Hansen;Asger Lunde

  • The Model Confidence Set

    Peter R. Hansen;Asger Lunde;James M. Nason

  • Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise ∗

    Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard

  • Realized Variance and Market Microstructure Noise

    Peter R Hansen;Asger Lunde

  • A Test for Superior Predictive Ability

    Peter Reinhard Hansen

  • Realized GARCH: a joint model for returns and realized measures of volatility

    Peter Reinhard Hansen;Zhuo Huang;Howard Howan Shek

  • Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading

    Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard

  • Consistent ranking of volatility models

    Peter Reinhard Hansen;Asger Lunde

  • A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data

    Peter Reinhard Hansen;Asger Lunde

  • Choosing the best volatility models: the model confidence set approach

    Peter Reinhard Hansen;Asger Lunde;James M. Nason

  • Structural changes in the cointegrated vector autoregressive model

    Peter Reinhard Hansen

  • Realized Variance and Market Microstructure Noise

    Peter Reinhard Hansen;Peter Reinhard Hansen;Peter Reinhard Hansen;Asger Lunde

  • A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

    Peter Reinhard Hansen;Peter Reinhard Hansen;Peter Reinhard Hansen;Asger Lunde

  • Exponential GARCH Modeling With Realized Measures of Volatility

    Peter Reinhard Hansen;Zhuo Huang

  • Realised Kernels in Practice: Trades and Quotes

    Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Peter Reinhard Hansen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard

  • REALIZED BETA GARCH: A MULTIVARIATE GARCH MODEL WITH REALIZED MEASURES OF VOLATILITY

    Peter Reinhard Hansen;Asger Lunde;Valeri Voev;Valeri Voev

  • Subsampling realised kernels

    Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard

  • Testing the Significance of Calendar Effects

    Peter Hansen;Asger Lunde

  • Workbook on cointegration

    Peter Reinhard Hansen;Søren Johansen

  • Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise

    Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Peter Reinhard Hansen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard

  • Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading

    Ole E. Barndorff-Nielsen;Peter Reinhard Hansen;Peter Reinhard Hansen;Peter Reinhard Hansen;Asger Lunde;Neil Shephard

Frequent Co-Authors

Asger Lunde
Asger Lunde Copenhagen Economics
Ole E. Barndorff-Nielsen
Ole E. Barndorff-Nielsen Aarhus University
Neil Shephard
Neil Shephard Harvard University
Siem Jan Koopman
Siem Jan Koopman Vrije Universiteit Amsterdam
Allan Timmermann
Allan Timmermann University of California, San Diego
Noel T. Brewer
Noel T. Brewer University of North Carolina at Chapel Hill
Søren Johansen
Søren Johansen University of Copenhagen

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