Bjørn Eraker

4.5k citations
29 papers · 3.1k indexed · 2 hit papers · h-index 14
Topics
Financial Markets and Investment Strategies (21 papers)Stochastic processes and financial applications (16 papers)Financial Risk and Volatility Modeling (11 papers)

In The Last Decade

Bjørn Eraker

28 papers receiving 2.9k citations

Hit Papers

The Impact of Jumps in Volatility and Returns2003202620102018200320042505007501000

Peers

Bjørn Eraker
Comparison fields: 5 of 63
  • Finance 2.8k
  • Economics and Econometrics 1.4k
  • General Economics, Econometrics and Finance 391
  • Demography 282
  • Statistics and Probability 174
Replace Michael Johannes with:
Michael Johannes United States
David S. Bates United States
Viktor Todorov United States
Fabio Trojani Switzerland
Giovanni Barone‐Adesi Switzerland
Rüdiger Frey Switzerland
Anthony B. Sanders United States
Svetlozar T. Rachev United States
Marek Musiela Australia
Liuren Wu United States
Bjørn Eraker relative to Michael Johannes United States Michael Johannes's profile →
Citations per field
00.5×1.5×
Michael Johannes · 1×
Citations per year

Countries citing papers authored by Bjørn Eraker

Since Specialization
Citations

This map shows the geographic impact of Bjørn Eraker'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 Bjørn Eraker with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bjørn Eraker more than expected).

Fields of papers citing papers by Bjørn Eraker

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bjørn Eraker. 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 Bjørn Eraker. The network helps show where Bjørn Eraker may publish in the future.

Co-authorship network of co-authors of Bjørn Eraker

This figure shows the co-authorship network connecting the top 25 collaborators of Bjørn Eraker. A scholar is included among the top collaborators of Bjørn Eraker 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 Bjørn Eraker. Bjørn Eraker 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
#WorkIndexed citations
1 0
2 1
3 4
4 4
5 2
6 18
7 96
8 38
9 1
10 3
11 37
12 2
13
Corporate Investment Under Uncertain Business Cycles
1
14 123
15 7
16 13
17
Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Pricesbreakdown →
826
18
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment
1
19 314
20 271

About Bjørn Eraker

Bjørn Eraker is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance, having authored 29 papers that have together received 3.1k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (21 papers), Stochastic processes and financial applications (16 papers) and Financial Risk and Volatility Modeling (11 papers). The work is most often cited by research in Finance (2.8k citations), Economics and Econometrics (1.4k citations) and General Economics, Econometrics and Finance (391 citations). Bjørn Eraker has collaborated with scholars based in United States, Australia and Spain. Frequent co-authors include Michael Johannes, Nicholas Polson, Nick Polson, Ivan Shaliastovich, Mark J. Ready, Yue Wu, Wenyu Wang, Andrew T. Foerster, Erwan Quintin and António S. Mello. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

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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