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T

Torben G. Andersen

northwestern university

60H-index
208Paper Count
3.2WCitation Count
Published Papers 39
Publication Date
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errJournal of Econometrics
IF4
err2026-02-19
err0
PREAI
errTorben G. Andersen; Yi Ding; Viktor Todorov; Seunghyeon Yu
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errJournal of Econometrics
IF4
err2025-12-31
err0
PREAI
errLukas Bauer; Roxana Halbleib; Richard Olsen; Torben G. Andersen; Ingmar Nolte
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errJournal of Econometrics
IF4
err2025-12-16
err0
PREAI
errTorben G. Andersen; Oleg Bondarenko; Eleni Gousgounis; Esen Onur
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errJournal of Econometrics
IF4
err2025-09-08
err0
PREAI
errTorben G. Andersen; Yingwen Tan; Viktor Todorov; Zhiyuan Zhang
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errJOURNAL OF ECONOMETRICS
IF4
err2023-12-01
err1
PREAI
errAndersen, Torben G.; Taylor, Robert; Timmermann, Allan; Xiu, Dacheng
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errJOURNAL OF ECONOMETRICS
IF4
err2023-12-01
err6
errOAAI
errAndersen, Torben G.; Li, Yingying; Todorov, Viktor; Zhou, Bo
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errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err3
PREAI
errAndersen, Torben G.; Riva, Raul; Thyrsgaard, Martin; Todorov, Viktor
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errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2023-03-16
err7
PREAI
errAndersen, Torben G.; Su, Tao; Todorov, Viktor; Zhang, Zhiyuan
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errJOURNAL OF ECONOMETRICS
IF4
err2023-02-01
err0
errOAAI
errAndersen, Torben G.; Archakov, Ilya; Cebiroglu, Goekhan; Hautsch, Nikolaus
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errJOURNAL OF ECONOMETRICS
IF4
err2022-12-01
err3
errOAAI
errAndersen, Torben G.; Varneskov, Rasmus T.
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errJOURNAL OF ECONOMETRICS
IF4
err2022-10-01
err4
PREAI
errAndersen, Torben G.; Archakov, Ilya; Cebiroglu, Goekhan; Hautsch, Nikolaus
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errJOURNAL OF ECONOMETRICS
IF4
err2022-03-01
err0
PREAI
errAndersen, Torben G.; Chang, Chia-Lin; Ling, Shiqing
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errJOURNAL OF ECONOMETRICS
IF4
err2021-09-01
err8
errOAAI
errAndersen, Torben G.; Varneskov, Rasmus T.
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errJOURNAL OF ECONOMETRICS
IF4
err2021-05-01
err17
errOAAI
errAndersen, Torben G.; Todorov, Viktor; Ubukata, Masato
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errJOURNAL OF ECONOMETRICS
IF4
err2019-09-01
err6
errOAAI
errAndersen, Torben G.; Fusari, Nicola; Todorov, Viktor; Varneskov, Rasmus T.
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errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2019-02-26
err22
errOAAI
errAndersen, Torben G.; Thyrsgaard, Martin; Todorov, Viktor
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errJOURNAL OF FINANCE
IF9.5
err2017-04-13
err58
errOAAI
errAndersen, Torben G.; Fusari, Nicola; Todorov, Viktor
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errJOURNAL OF ECONOMETRICS
IF4
err2015-08-01
err20
errOAAI
errAndersen, Torben G.; Bondarenko, Oleg; Todorov, Viktor; Tauchen, George
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errECONOMETRICA
IF7.1
err2015-06-08
err71
errOAAI
errAndersen, Torben G.; Fusari, Nicola; Todorov, Viktor
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errREVIEW OF FINANCIAL STUDIES
IF5.4
err2015-06-01
err61
PREAI
errAndersen, Torben G.; Bondarenko, Oleg; Gonzalez-Perez, Maria T.
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Research Directions

No research directions
Co-authors
Cooperation Journals
F
Francis X. Diebold
H-index: 99 · Papers: 537
T
Tim Bollerslev
H-index: 76 · Papers: 173
A
Allan Timmermann
H-index: 75 · Papers: 334
G
George Tauchen
H-index: 47 · Papers: 166
T
Tim Bollerslev
H-index: 42 · Papers: 120
View more