H. Peter Boswijk

2.2k total citations
67 papers, 1.4k citations indexed

About

H. Peter Boswijk is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, H. Peter Boswijk has authored 67 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 38 papers in Economics and Econometrics, 37 papers in General Economics, Econometrics and Finance and 30 papers in Finance. Recurrent topics in H. Peter Boswijk's work include Monetary Policy and Economic Impact (36 papers), Financial Risk and Volatility Modeling (28 papers) and Market Dynamics and Volatility (20 papers). H. Peter Boswijk is often cited by papers focused on Monetary Policy and Economic Impact (36 papers), Financial Risk and Volatility Modeling (28 papers) and Market Dynamics and Volatility (20 papers). H. Peter Boswijk collaborates with scholars based in Netherlands, United Kingdom and Denmark. H. Peter Boswijk's co-authors include Philip Hans Franses, Roy van der Weide, Jean‐Pierre Urbain, Roger J. A. Laeven, Sebastiano Manzan, Cars Hommes, Dick van Dijk, Jurgen A. Doornik, Franc Klaassen and Giuseppe Cavaliere and has published in prestigious journals such as Biometrika, The Review of Economics and Statistics and Journal of Econometrics.

In The Last Decade

H. Peter Boswijk

63 papers receiving 1.3k citations

Peers

H. Peter Boswijk

GEEF

FINAN

RESE

MSOR

In-Moo Kim South Korea

Richard Pierse United Kingdom

Elias Tzavalis Greece

Rocco Mosconi Italy

Antonio F. Galvao United States

Sam Ouliaris United States

Jean‐Pierre Urbain Netherlands

Andy Snell United Kingdom

Bertrand Candelon Netherlands

António Rua Portugal

In-Moo Kim South Korea

H. Peter Boswijk

1.3k ×1.2

887 ×1.4

GEEF

344 ×0.8

FINAN

348 ×1.5

RESE

60 ×0.5

MSOR

Citations per year, relative to H. Peter Boswijk H. Peter Boswijk (= 1×) peers In-Moo Kim

Countries citing papers authored by H. Peter Boswijk

Since Specialization

Citations

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

Fields of papers citing papers by H. Peter Boswijk

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by H. Peter Boswijk. 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 H. Peter Boswijk. The network helps show where H. Peter Boswijk may publish in the future.

Co-authorship network of co-authors of H. Peter Boswijk

This figure shows the co-authorship network connecting the top 25 collaborators of H. Peter Boswijk. A scholar is included among the top collaborators of H. Peter Boswijk 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 H. Peter Boswijk. H. Peter Boswijk is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Boswijk, H. Peter, et al.. (2024). Estimating option pricing models using a characteristic function-based linear state space representation. Journal of Econometrics. 244(1). 105864–105864. 1 indexed citations

Boswijk, H. Peter, et al.. (2021). Adaptive Testing for Cointegration With Nonstationary Volatility. Journal of Business and Economic Statistics. 40(2). 744–755. 4 indexed citations

Boswijk, H. Peter, et al.. (2019). UvA-DARE (University of Amsterdam). 4 indexed citations

Boswijk, H. Peter & Paolo Paruolo. (2017). Likelihood Ratio Tests of Restrictions on Common Trends Loading Matrices in I(2) VAR Systems. Econometrics. 5(3). 28–28. 3 indexed citations

Boswijk, H. Peter, Maurice J. G. Bun, & Maarten Pieter Schinkel. (2016). Cartel Dating. SSRN Electronic Journal. 1 indexed citations

Boswijk, H. Peter, et al.. (2015). Asset Returns with Self-Exciting Jumps: Option Pricing and Estimation with a Continuum of Moments. 9 indexed citations

Boswijk, H. Peter, et al.. (2014). Estimating spot volatility with high-frequency financial data. Journal of Econometrics. 181(2). 117–135. 51 indexed citations

Boswijk, H. Peter, Giuseppe Cavaliere, Anders Rahbek, & Robert J. Taylor. (2013). Inference on Co-Integration Parameters in Heteroskedastic Vector Autoregressions. SSRN Electronic Journal. 1 indexed citations

Boswijk, H. Peter. (2010). MIXED NORMAL INFERENCE ON MULTICOINTEGRATION. Econometric Theory. 26(5). 1565–1576. 10 indexed citations

10.

Boswijk, H. Peter. (2010). Nuisance parameter free inference on cointegration parameters in the presence of a variance shift. Economics Letters. 107(2). 190–193. 1 indexed citations

11.

Boswijk, H. Peter, Philip Hans Franses, & Dick van Dijk. (2010). Cointegration in a historical perspective. Journal of Econometrics. 158(1). 156–159. 6 indexed citations

12.

Boswijk, H. Peter & Roy van der Weide. (2006). Wake me up before you GO-GARCH. UvA-DARE (University of Amsterdam). 18 indexed citations

13.

Boswijk, H. Peter & Philip Hans Franses. (2002). The Econometrics Of The Bass Diffusion Model. UvA-DARE (University of Amsterdam). 4 indexed citations

14.

Boswijk, H. Peter. (2000). Testing for a Unit Root with Near-Integrated Volatility. UvA-DARE (University of Amsterdam). 23 indexed citations

15.

Boswijk, H. Peter, André Lucas, & Nick Taylor. (2000). A comparison of parametric, semi-nonparametric, adaptive and nonparametric cointegration tests. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam). 24–47. 2 indexed citations

16.

Boswijk, H. Peter. (1998). Review of "Elements of Modern Asymptotic Theory with Statistical Applications" [Review of: B. McCabe, A. Tremayne (1993) Elements of Modern Asymptotic Theory with Statistical Applications]. Econometric Reviews. 17(3). 329–334. 3 indexed citations

17.

Boswijk, H. Peter, Philip Hans Franses, & Niels Haldrup. (1996). Multiple Unit Roots in Periodic Autoregression. SSRN Electronic Journal. 2 indexed citations

18.

Boswijk, H. Peter & Philip Hans Franses. (1996). Common persistence in nonlinear autoregressive models. Data Archiving and Networked Services (DANS). 3 indexed citations

19.

Boswijk, H. Peter. (1995). Identifiability of cointegrated systems. Physics in Medicine and Biology. 64(20). 205005–205005. 29 indexed citations

20.

Boswijk, H. Peter. (1989). Estimation and testing for cointegration with trended variables : a comparison of a static and a dynamic regression procedure. UvA-DARE (University of Amsterdam). 4 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.

Explore authors with similar magnitude of impact