Anders Rahbek

3.0k total citations
76 papers, 1.8k citations indexed

About

Anders Rahbek is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Anders Rahbek has authored 76 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 50 papers in Finance, 41 papers in General Economics, Econometrics and Finance and 38 papers in Economics and Econometrics. Recurrent topics in Anders Rahbek's work include Financial Risk and Volatility Modeling (45 papers), Monetary Policy and Economic Impact (41 papers) and Market Dynamics and Volatility (23 papers). Anders Rahbek is often cited by papers focused on Financial Risk and Volatility Modeling (45 papers), Monetary Policy and Economic Impact (41 papers) and Market Dynamics and Volatility (23 papers). Anders Rahbek collaborates with scholars based in Denmark, Italy and United Kingdom. Anders Rahbek's co-authors include Søren Jensen, Giuseppe Cavaliere, Bent Nielsen, Konstantinos Fokianos, Dag Tjøstheim, Søren Johansen, Robert Taylor, Dennis Kristensen, Rocco Mosconi and Hans Christian Kongsted and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics.

In The Last Decade

Anders Rahbek

72 papers receiving 1.8k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Anders Rahbek Denmark 21 1.1k 1.1k 1.0k 448 102 76 1.8k
Drew Creal United States 15 1.1k 1.0× 1.1k 1.0× 600 0.6× 201 0.4× 118 1.2× 42 1.7k
Carlos Velasco Spain 20 1.2k 1.1× 1.2k 1.1× 725 0.7× 348 0.8× 46 0.5× 67 1.8k
Ignacio N. Lobato Mexico 17 1.2k 1.1× 1.2k 1.1× 544 0.5× 321 0.7× 47 0.5× 33 1.6k
Tae‐Hwy Lee United States 19 960 0.9× 1.2k 1.2× 763 0.8× 170 0.4× 102 1.0× 48 1.8k
Shiqing Ling Hong Kong 26 2.5k 2.3× 1.8k 1.7× 1.3k 1.3× 903 2.0× 120 1.2× 85 3.1k
Brendan McCabe United Kingdom 23 764 0.7× 750 0.7× 682 0.7× 571 1.3× 138 1.4× 65 1.6k
Esther Ruiz Spain 20 1.9k 1.7× 1.6k 1.5× 844 0.8× 261 0.6× 110 1.1× 71 2.4k
Ulrich K. Müller United States 20 530 0.5× 767 0.7× 734 0.7× 448 1.0× 50 0.5× 45 1.4k
Juan Carlos Escanciano United States 20 709 0.7× 661 0.6× 386 0.4× 523 1.2× 112 1.1× 63 1.3k
Herman J. Bierens United States 23 765 0.7× 1.2k 1.2× 1.1k 1.0× 798 1.8× 171 1.7× 64 2.3k

Countries citing papers authored by Anders Rahbek

Since Specialization
Citations

This map shows the geographic impact of Anders Rahbek's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Anders Rahbek with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Anders Rahbek more than expected).

Fields of papers citing papers by Anders Rahbek

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Anders Rahbek. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Anders Rahbek. The network helps show where Anders Rahbek may publish in the future.

Co-authorship network of co-authors of Anders Rahbek

This figure shows the co-authorship network connecting the top 25 collaborators of Anders Rahbek. A scholar is included among the top collaborators of Anders Rahbek based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Anders Rahbek. Anders Rahbek is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Rahbek, Anders, et al.. (2024). High-Dimensional Cointegration and Kuramoto Inspired Systems. SIAM Journal on Applied Dynamical Systems. 23(1). 236–255.
2.
Cavaliere, Giuseppe, et al.. (2023). Bootstrap inference for Hawkes and general point processes. Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna). 3 indexed citations
3.
Rahbek, Anders, et al.. (2023). Dynamic Conditional Eigenvalue GARCH. Research at the University of Copenhagen (University of Copenhagen). 6 indexed citations
4.
Cavaliere, Giuseppe, et al.. (2023). Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary. Journal of Business and Economic Statistics. 42(1). 197–214. 2 indexed citations
5.
Giannerini, Simone, et al.. (2023). The validity of bootstrap testing for threshold autoregression. Journal of Econometrics. 239(1). 105379–105379. 11 indexed citations
6.
Boswijk, H. Peter, et al.. (2019). UvA-DARE (University of Amsterdam). 4 indexed citations
7.
Rahbek, Anders, et al.. (2017). Oscillating systems with cointegrated phase processes. Journal of Mathematical Biology. 75(4). 845–883. 5 indexed citations
8.
Cavaliere, Giuseppe, Luca De Angelis, Anders Rahbek, & Robert Taylor. (2015). A Comparison of Sequential and Information‐based Methods for Determining the Co‐integration Rank in Heteroskedastic VAR Models. Oxford Bulletin of Economics and Statistics. 77(1). 106–128. 12 indexed citations
9.
Cavaliere, Giuseppe, et al.. (2015). Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models. Econometrica. 83(2). 813–831. 22 indexed citations
10.
Cavaliere, Giuseppe, Anders Rahbek, & Robert Taylor. (2013). Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models. Econometric Reviews. 33(5-6). 606–650. 23 indexed citations
11.
Cavaliere, Giuseppe, Anders Rahbek, & Robert Taylor. (2012). Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models. Econometrica. 80(4). 1721–1740. 74 indexed citations
12.
Kristensen, Dennis & Anders Rahbek. (2009). Asymptotics of the QMLE for Non-Linear ARCH Models. Research at the University of Copenhagen (University of Copenhagen). 1(1). 12 indexed citations
13.
Cavaliere, Giuseppe, Anders Rahbek, & Robert Taylor. (2009). Co-Integration Rank Testing under Conditional Heteroskedasticity. SSRN Electronic Journal. 15 indexed citations
14.
Kristensen, Dennis & Anders Rahbek. (2007). Likelihood-Based Inference in Nonlinear Error- Correction Models. RePEc: Research Papers in Economics. 4 indexed citations
15.
Rahbek, Anders, et al.. (2007). THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL. Econometric Theory. 23(4). 30 indexed citations
16.
Jensen, Søren & Anders Rahbek. (2004). ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH. Econometric Theory. 20(6). 151 indexed citations
17.
Rahbek, Anders. (2003). Stochastic properties of multivariate time series equations with emphasis on ARCH. IFAC Proceedings Volumes. 36(16). 227–232. 1 indexed citations
18.
Rahbek, Anders & Neil Shephard. (2001). Autoregressive conditional root model. Oxford University Research Archive (ORA) (University of Oxford). 1 indexed citations
19.
Johansen, Søren, et al.. (1998). Asymptotic Inference on Cointegrating Rank in Partial Systems. Journal of Business and Economic Statistics. 16(4). 388–388. 164 indexed citations
20.
Johansen, Søren, et al.. (1998). Asymptotic Inference on Cointegrating Rank in Partial Systems. Journal of Business and Economic Statistics. 16(4). 388–399. 135 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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