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D-Index & Metrics

Discipline name D-Index World Ranking Current World Ranking National Ranking Current National Ranking Publications Citations
Economics and Finance 67 522 469 341 300 194 46940

Torben G. Andersen publications per year

The chart shows the history of publications by Torben G. Andersen between 1991 and 2025, highlighting the no. of papers published in each year and offering an overview of the publication velocity of this scholar. Torben G. Andersen published across 35 years, from 1991 to 2025, averaging 5.9 papers a year. Output peaked at 13 publications in 2006. 11 of the 207 publications appeared in the last two years.

No. of publications
5 10
Bar chart. Horizontal axis: year, 1991 to 2025. Vertical axis: number of publications, 0 to 13. Peak 13 publications in 2006. 1991: 3 publications 1992: 0 publications 1993: 0 publications 1994: 3 publications 1995: 1 publication 1996: 6 publications 1997: 5 publications 1998: 3 publications 1999: 5 publications 2000: 7 publications 2001: 6 publications 2002: 5 publications 2003: 3 publications 2004: 6 publications 2005: 12 publications 2006: 13 publications 2007: 13 publications 2008: 11 publications 2009: 11 publications 2010: 5 publications 2011: 8 publications 2012: 3 publications 2013: 8 publications 2014: 6 publications 2015: 9 publications 2016: 1 publication 2017: 3 publications 2018: 9 publications 2019: 4 publications 2020: 5 publications 2021: 12 publications 2022: 2 publications 2023: 8 publications 2024: 0 publications 2025: 11 publications
1991 2025

207 publications in total across all disciplines

View publications per year as a table
Torben G. Andersen: publications per year, 1991 to 2025
Year Publications
1991 3
1992 0
1993 0
1994 3
1995 1
1996 6
1997 5
1998 3
1999 5
2000 7
2001 6
2002 5
2003 3
2004 6
2005 12
2006 13
2007 13
2008 11
2009 11
2010 5
2011 8
2012 3
2013 8
2014 6
2015 9
2016 1
2017 3
2018 9
2019 4
2020 5
2021 12
2022 2
2023 8
2024 0
2025 11
Total 207
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Torben G. Andersen 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 Torben G. Andersen sits on this spectrum.

No. of scientists
25 50 75 100
Bar chart with 97 bars. Horizontal axis: publications, 42–46 to 521+. Vertical axis: number of scientists, 0 to 111. Most scientists, 111, have 137–141 publications. The last bar groups every scientist with 521 publications or more. The highlighted bar, 192–196 publications, is where this scientist sits. 42–46 publications: 1 scientist 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
42–46 publications 521+

This scientist: 194 publications — 59th percentile

59% of scientists in this discipline score the same or lower.

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

View publications distribution as a table
Number of Economics and Finance scientists by publication count, Research.com 2026 ranking edition. Based on 3,760 ranked scientists.
Publications Scientists This scientist
42–46 1
47–51 12
52–56 7
57–61 23
62–66 32
67–71 36
72–76 56
77–81 57
82–86 70
87–91 86
92–96 72
97–101 106
102–106 97
107–111 96
112–116 101
117–121 103
122–126 102
127–131 108
132–136 107
137–141 111
142–146 94
147–151 96
152–156 100
157–161 74
162–166 68
167–171 91
172–176 76
177–181 75
182–186 61
187–191 66
192–196 68 194
197–201 71
202–206 60
207–211 56
212–216 44
217–221 51
222–226 65
227–231 48
232–236 59
237–241 37
242–246 37
247–251 41
252–256 43
257–261 33
262–266 34
267–271 39
272–276 25
277–281 29
282–286 29
287–291 26
292–296 31
297–301 31
302–306 24
307–311 28
312–316 24
317–321 13
322–326 14
327–331 25
332–336 18
337–341 16
342–346 18
347–351 15
352–356 17
357–361 19
362–366 16
367–371 17
372–376 7
377–381 18
382–386 13
387–391 19
392–396 9
397–401 10
402–406 13
407–411 13
412–416 5
417–421 10
422–426 6
427–431 12
432–436 9
437–441 9
442–446 10
447–451 12
452–456 8
457–461 4
462–466 7
467–471 4
472–476 5
477–481 6
482–486 7
487–491 8
492–496 5
497–501 4
502–506 4
507–511 5
512–516 7
517–520 7
521+ 99
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Torben G. Andersen 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 Torben G. Andersen sits on this spectrum.

No. of scientists
50 100 150
Bar chart with 72 bars. Horizontal axis: D-Index, 30 to 101+. Vertical axis: number of scientists, 0 to 178. Most scientists, 178, have 33 D-Index. The last bar groups every scientist with 101 D-Index or more. The highlighted bar, 67 D-Index, is where this scientist sits. 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: 67 D-Index — 86th percentile

86% of scientists in this discipline score the same or lower.

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

View D-Index distribution as a table
Number of Economics and Finance scientists by D-index, Research.com 2026 ranking edition. Based on 3,760 ranked scientists.
D-Index Scientists This scientist
30 126
31 147
32 157
33 178
34 171
35 141
36 132
37 129
38 130
39 120
40 117
41 113
42 114
43 97
44 115
45 86
46 78
47 83
48 62
49 74
50 50
51 66
52 69
53 55
54 67
55 61
56 62
57 45
58 34
59 47
60 46
61 36
62 37
63 56
64 50
65 32
66 28
67 30 67
68 24
69 25
70 22
71 21
72 26
73 24
74 23
75 12
76 14
77 15
78 15
79 17
80 17
81 11
82 10
83 16
84 11
85 5
86 9
87 13
88 9
89 7
90 6
91 4
92 8
93 10
94 11
95 6
96 4
97 4
98 6
99 6
100 8
101+ 100
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Overview

Torben G. Andersen is affiliated with Northwestern University in the United States. Their research primarily contributes to the field of Economics, Econometrics, and Finance, with a focus on several specialized subfields and topics.

The scientist's main areas of study include:

  • Finance
  • Economics and Econometrics
  • Management Science and Operations Research
  • Computer Vision and Pattern Recognition
  • Artificial Intelligence

The core topics addressed in their work are:

  • Financial Risk and Volatility Modeling
  • Stochastic processes and financial applications
  • Market Dynamics and Volatility
  • Complex Systems and Time Series Analysis
  • Financial Markets and Investment Strategies
  • Insurance and Financial Risk Management
  • Image and Signal Denoising Methods

Torben G. Andersen has published extensively across prominent academic venues. Their most frequent publication outlets include:

  • SSRN Electronic Journal
  • Journal of Econometrics
  • Quantitative Economics
  • Econometric Theory
  • Journal of Time Series Analysis

Selected recent papers by Andersen demonstrate a focus on financial volatility, risk modeling, and market dynamics:

  • "Tail risk and return predictability for the Japanese equity market" (2020), Journal of Econometrics
  • "Volatility measurement with pockets of extreme return persistence" (2021), Journal of Econometrics
  • "Recalcitrant betas: Intraday variation in the cross-sectional dispersion of systematic risk" (2021), Quantitative Economics
  • "A Descriptive Study of High-Frequency Trade and Quote Option Data" (2020), Journal of Financial Econometrics
  • "Intraday Periodic Volatility Curves" (2023), Journal of the American Statistical Association

Collaborative work features frequent co-authorship with a number of researchers, including:

  • Viktor Todorov
  • Rasmus T. Varneskov
  • Zhiyuan Zhang
  • Yingwen Tan
  • Bo Zhou

These collaborations span multiple research projects, strengthening their contribution to topics related to volatility and financial econometrics.

Best Publications

  • MODELING AND FORECASTING REALIZED VOLATILITY

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys

  • ANSWERING THE SKEPTICS: YES, STANDARD VOLATILITY MODELS DO PROVIDE ACCURATE FORECASTS*

    Torben G. Andersen;Tim Bollerslev

  • The Distribution of Realized Exchange Rate Volatility

    Torben G Andersen;Tim Bollerslev;Francis X Diebold;Paul Labys

  • The distribution of realized stock return volatility

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Heiko Ebens

  • Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility

    Torben Andersen;Tim Bollerslev;Francis Diebold

  • Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold

  • Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange *

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Clara Vega

  • Intraday periodicity and volatility persistence in financial markets

    Torben G. Andersen;Tim Bollerslev

  • Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility

    Torben G. Andersen

  • Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies

    Torben G. Andersen;Tim Bollerslev

  • Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Clara Vega

  • An empirical investigation of continuous-time equity return models

    Torben G. Andersen;Luca Benzoni;Jesper Lund

  • Parametric and Nonparametric Volatility Measurement

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold

  • Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns

    Torben G. Andersen;Tim Bollerslev

  • The Distribution of Exchange Rate Volatility

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys

  • Estimating continuous-time stochastic volatility models of the short-term interest rate

    Torben G. Andersen;Jesper Lund

  • Jump-Robust Volatility Estimation using Nearest Neighbor Truncation

    Torben G. Andersen;Dobrislav Dobrev;Ernst Schaumburg

  • The Distribution of Exchange Rate Volatility

    Torben G. Andersen;Torben G. Andersen;Torben G. Andersen;Tim Bollerslev;Tim Bollerslev;Francis X. Diebold;Francis X. Diebold;Paul Labys

  • GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study

    Torben G. Andersen;Bent E. Sørensen

  • Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys

  • Modeling and Forecasting Realized Volatility

    Torben G. Andersen;Torben G. Andersen;Torben G. Andersen;Tim Bollerslev;Tim Bollerslev;Francis X. Diebold;Francis X. Diebold;Paul Labys

  • Volatility and Correlation Forecasting

    Torben Andersen;Tim Bollerslev;Peter Christoffersen;Francis Diebold

  • Parametric and Nonparametric Volatility Measurement

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold

  • Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

    Torben G. Andersen;Torben G. Andersen;Torben G. Andersen;Clara Vega;Tim Bollerslev;Tim Bollerslev;Francis X. Diebold;Francis X. Diebold

  • THE ECONOMETRICS OF FINANCIAL MARKETS: John Y. Campbell, Andrew W. Lo, and A. Craig MacKinlay, Princeton University Press, 1997

    Torben G. Andersen

Frequent Co-Authors

Tim Bollerslev
Tim Bollerslev Duke University
Francis X. Diebold
Francis X. Diebold University of Pennsylvania
Viktor Todorov
Viktor Todorov Northwestern University
Peter Christoffersen
Peter Christoffersen University of Toronto
Bent E. Sørensen
Bent E. Sørensen University of Houston
Nikolaus Hautsch
Nikolaus Hautsch University of Vienna
Morten Ørregaard Nielsen
Morten Ørregaard Nielsen Aarhus University
George Tauchen
George Tauchen Duke University
Joydeep Bhattacharya
Joydeep Bhattacharya Goldsmiths University of London
Neil Shephard
Neil Shephard Harvard University

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