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:
The core topics addressed in their work are:
Torben G. Andersen has published extensively across prominent academic venues. Their most frequent publication outlets include:
Selected recent papers by Andersen demonstrate a focus on financial volatility, risk modeling, and market dynamics:
Collaborative work features frequent co-authorship with a number of researchers, including:
These collaborations span multiple research projects, strengthening their contribution to topics related to volatility and financial econometrics.
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys
Torben G. Andersen;Tim Bollerslev
Torben G Andersen;Tim Bollerslev;Francis X Diebold;Paul Labys
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Heiko Ebens
Torben Andersen;Tim Bollerslev;Francis Diebold
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Clara Vega
Torben G. Andersen;Tim Bollerslev
Torben G. Andersen
Torben G. Andersen;Tim Bollerslev
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Clara Vega
Torben G. Andersen;Luca Benzoni;Jesper Lund
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold
Torben G. Andersen;Tim Bollerslev
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys
Torben G. Andersen;Jesper Lund
Torben G. Andersen;Dobrislav Dobrev;Ernst Schaumburg
Torben G. Andersen;Torben G. Andersen;Torben G. Andersen;Tim Bollerslev;Tim Bollerslev;Francis X. Diebold;Francis X. Diebold;Paul Labys
Torben G. Andersen;Bent E. Sørensen
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys
Torben G. Andersen;Torben G. Andersen;Torben G. Andersen;Tim Bollerslev;Tim Bollerslev;Francis X. Diebold;Francis X. Diebold;Paul Labys
Torben Andersen;Tim Bollerslev;Peter Christoffersen;Francis Diebold
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold
Torben G. Andersen;Torben G. Andersen;Torben G. Andersen;Clara Vega;Tim Bollerslev;Tim Bollerslev;Francis X. Diebold;Francis X. Diebold
Torben G. Andersen
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