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.
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.
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.
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.
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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