H. Peter Boswijk
- Economics and Econometrics top 1%
- General Economics, Econometrics and Finance top 1%
- Finance top 2%
- Renewable Energy, Sustainability and the Environment top 10%
- Management Science and Operations Research top 5%
- Co-authors
- Philip Hans FransesRoy van der WeideJean‐Pierre UrbainRoger J. A. LaevenSebastiano ManzanCars HommesDick van DijkJurgen A. Doornik
- Topics
- Monetary Policy and Economic Impact (36 papers)Financial Risk and Volatility Modeling (28 papers)Market Dynamics and Volatility (20 papers)
- Partner nations
- NetherlandsUnited KingdomDenmark
In The Last Decade
H. Peter Boswijk
63 papers receiving 1.3k citations
Peers
Comparison fields: 5 of 75
- Economics and Econometrics 1.1k
- General Economics, Econometrics and Finance 653
- Finance 458
- Renewable Energy, Sustainability and the Environment 234
- Management Science and Operations Research 111
Countries citing papers authored by H. Peter Boswijk
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
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
| # | Work | Indexed citations |
|---|---|---|
| 1 | 1 | |
| 2 | 4 | |
| 3 | 4 | |
| 4 | 3 | |
| 5 | 1 | |
| 6 | Asset Returns with Self-Exciting Jumps: Option Pricing and Estimation with a Continuum of Moments | 9 |
| 7 | 51 | |
| 8 | 1 | |
| 9 | 10 | |
| 10 | 1 | |
| 11 | 6 | |
| 12 | Wake me up before you GO-GARCH | 18 |
| 13 | The Econometrics Of The Bass Diffusion Model | 4 |
| 14 | Testing for a Unit Root with Near-Integrated Volatility | 23 |
| 15 | A comparison of parametric, semi-nonparametric, adaptive and nonparametric cointegration tests | 2 |
| 16 | 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] | 3 |
| 17 | Multiple Unit Roots in Periodic Autoregression | 2 |
| 18 | Common persistence in nonlinear autoregressive models | 3 |
| 19 | 29 | |
| 20 | Estimation and testing for cointegration with trended variables : a comparison of a static and a dynamic regression procedure | 4 |
About H. Peter Boswijk
H. Peter Boswijk is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics, having authored 67 papers that have together received 1.4k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (36 papers), Financial Risk and Volatility Modeling (28 papers) and Market Dynamics and Volatility (20 papers). The work is most often cited by research in General Economics, Econometrics and Finance (653 citations), Finance (458 citations) and Economics and Econometrics (1.1k citations). H. Peter Boswijk has collaborated with scholars based in Netherlands, United Kingdom and Denmark. Frequent 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. Their work appears in journals such as Biometrika, The Review of Economics and Statistics and Journal of Econometrics.
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.