Dennis Kristensen

2.3k citations
51 papers · 1.3k indexed · h-index 18
Topics
Financial Risk and Volatility Modeling (27 papers)Statistical Methods and Inference (22 papers)Monetary Policy and Economic Impact (18 papers)

In The Last Decade

Dennis Kristensen

48 papers receiving 1.2k citations

Peers

Dennis Kristensen
Comparison fields: 5 of 76
  • Finance 773
  • Economics and Econometrics 584
  • General Economics, Econometrics and Finance 428
  • Statistics and Probability 395
  • Management Science and Operations Research 85
Replace Oliver B. Linton with:
Oliver B. Linton United Kingdom
Miguel A. Delgado Spain
Yuichi Kitamura United States
Yoon‐Jae Whang South Korea
Katsumi Shimotsu Canada
Ulrich K. Müller United States
Xiaohong Chen United States
Alberto Holly Switzerland
Patrik Guggenberger United States
Teun Kloek Netherlands
Dennis Kristensen relative to Oliver B. Linton United Kingdom Oliver B. Linton's profile →
Citations per field
00.5×2.7×
Oliver B. Linton · 1×
Citations per year

Countries citing papers authored by Dennis Kristensen

Since Specialization
Citations

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

Fields of papers citing papers by Dennis Kristensen

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Dennis Kristensen

This figure shows the co-authorship network connecting the top 25 collaborators of Dennis Kristensen. A scholar is included among the top collaborators of Dennis Kristensen 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 Dennis Kristensen. Dennis Kristensen 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 9
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4 22
5 28
6 49
7 10
8 1
9 32
10 20
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14
Likelihood-Based Inference in Nonlinear Error- Correction Models
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15 9
16 21
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18 4
19 7
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An alternative GLS-like transformation in regression models with AR(1)-errors
1

About Dennis Kristensen

Dennis Kristensen is a scholar working on Finance, Statistics and Probability and General Economics, Econometrics and Finance, having authored 51 papers that have together received 1.3k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (27 papers), Statistical Methods and Inference (22 papers) and Monetary Policy and Economic Impact (18 papers). The work is most often cited by research in Finance (773 citations), General Economics, Econometrics and Finance (428 citations) and Statistics and Probability (395 citations). Dennis Kristensen has collaborated with scholars based in United Kingdom, Denmark and United States. Frequent co-authors include Richard Blundell, Andrew Ang, Xiaohong Chen, Anders Rahbek, Heejoon Han, Rosa L. Matzkin, Oliver Linton, Yongseok Shin, Michael Creel and Pierre‐André Chiappori. Their work appears in journals such as Journal of Financial Economics, American Economic Review and Econometrica.

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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