Michael Sørensen

6.1k total citations
68 papers, 2.7k citations indexed

About

Michael Sørensen is a scholar working on Finance, Statistics and Probability and Earth-Surface Processes. According to data from OpenAlex, Michael Sørensen has authored 68 papers receiving a total of 2.7k indexed citations (citations by other indexed papers that have themselves been cited), including 44 papers in Finance, 22 papers in Statistics and Probability and 10 papers in Earth-Surface Processes. Recurrent topics in Michael Sørensen's work include Stochastic processes and financial applications (37 papers), Financial Risk and Volatility Modeling (26 papers) and Statistical Methods and Inference (20 papers). Michael Sørensen is often cited by papers focused on Stochastic processes and financial applications (37 papers), Financial Risk and Volatility Modeling (26 papers) and Statistical Methods and Inference (20 papers). Michael Sørensen collaborates with scholars based in Denmark, Germany and United Kingdom. Michael Sørensen's co-authors include Bo Martin Bibby, Ole E. Barndorff–Nielsen, Uwe Küchler, John T. Kent, Mogens Bladt, K. R. Rasmussen, Jens Ledet Jensen, Julie Lyng Forman, Mathieu Kessler and B. B. Willetts and has published in prestigious journals such as Journal of Geophysical Research Atmospheres, Journal of the American Statistical Association and Gastroenterology.

In The Last Decade

Michael Sørensen

64 papers receiving 2.5k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Michael Sørensen Denmark 30 1.4k 775 506 416 391 68 2.7k
Fabrizio Durante Italy 32 1.6k 1.1× 1.1k 1.4× 75 0.1× 37 0.1× 446 1.1× 145 3.5k
James Pickands United States 15 1.6k 1.2× 829 1.1× 43 0.1× 46 0.1× 710 1.8× 21 3.9k
Holger Rootzén Sweden 31 2.5k 1.8× 1.2k 1.6× 50 0.1× 43 0.1× 971 2.5× 83 6.1k
Emil Julius Gumbel United States 6 413 0.3× 371 0.5× 81 0.2× 54 0.1× 286 0.7× 9 3.3k
Bruno Rémillard Canada 21 1.5k 1.1× 776 1.0× 20 0.0× 39 0.1× 781 2.0× 96 2.8k
Krzysztof Podgórski Sweden 17 507 0.4× 654 0.8× 54 0.1× 12 0.0× 269 0.7× 82 1.9k
Yuri Goegebeur Denmark 18 1.3k 1.0× 869 1.1× 13 0.0× 49 0.1× 524 1.3× 64 2.4k
Rolf–Dieter Reiss Germany 15 1.1k 0.8× 939 1.2× 15 0.0× 28 0.1× 401 1.0× 57 2.3k
Laurens de Haan Netherlands 43 6.2k 4.5× 3.1k 4.0× 39 0.1× 98 0.2× 2.2k 5.7× 159 9.3k
Ed Waymire United States 19 254 0.2× 83 0.1× 35 0.1× 174 0.4× 345 0.9× 36 2.3k

Countries citing papers authored by Michael Sørensen

Since Specialization
Citations

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

Fields of papers citing papers by Michael Sørensen

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Michael Sørensen

This figure shows the co-authorship network connecting the top 25 collaborators of Michael Sørensen. A scholar is included among the top collaborators of Michael Sørensen 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 Michael Sørensen. Michael Sørensen 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.
Sørensen, Michael. (2025). Ole E. Barndorff-Nielsen: Sand, wind and inference. Bernoulli. 32(1).
2.
Sørensen, Michael, et al.. (2021). Prediction-based estimation for diffusion models with high-frequency data. Research at the University of Copenhagen (University of Copenhagen).
3.
Golden, Michael, et al.. (2017). A Generative Angular Model of Protein Structure Evolution. Molecular Biology and Evolution. 34(8). 2085–2100. 12 indexed citations
4.
Küchler, Uwe & Michael Sørensen. (2010). A simple estimator for discrete-time samples from affine stochastic delay differential equations. Statistical Inference for Stochastic Processes. 13(2). 125–132. 11 indexed citations
5.
Bladt, Mogens & Michael Sørensen. (2009). Efficient estimation of transition rates between credit ratings from observations at discrete time points. Quantitative Finance. 9(2). 147–160. 28 indexed citations
6.
Gloter, Arnaud & Michael Sørensen. (2008). Estimation for stochastic differential equations with a small diffusion coefficient. Stochastic Processes and their Applications. 119(3). 679–699. 37 indexed citations
7.
Christensen, Bent Jesper & Michael Sørensen. (2008). Optimal Inference in Dynamic Models with Conditional Moment Restrictions. SSRN Electronic Journal. 5 indexed citations
8.
Sørensen, Michael. (2008). Parametric Inference for Discretely Sampled Stochastic Differential Equations. SSRN Electronic Journal. 1 indexed citations
9.
Rasmussen, K. R. & Michael Sørensen. (2005). Dynamics of particles in aeolian saltation. Research at the University of Copenhagen (University of Copenhagen). 967–971. 7 indexed citations
10.
Bibby, Bo Martin, Ib M. Skovgaard, & Michael Sørensen. (2005). Diffusion-type models with given marginal distribution and autocorrelation function. Bernoulli. 11(2). 81 indexed citations
11.
Ditlevsen, Susanne & Michael Sørensen. (2004). Inference for Observations of Integrated Diffusion Processes. Scandinavian Journal of Statistics. 31(3). 417–429. 47 indexed citations
12.
Sørensen, Michael. (2000). Prediction‐based estimating functions. Econometrics Journal. 3(2). 123–147. 89 indexed citations
13.
Kuchler, Ulrike, et al.. (1999). Stock returns and hyperbolic distributions. Mathematical and Computer Modelling. 29(10-12). 1–15. 50 indexed citations
14.
Kessler, Mathieu & Michael Sørensen. (1999). Estimating Equations Based on Eigenfunctions for a Discretely Observed Diffusion Process. Bernoulli. 5(2). 299–299. 114 indexed citations
15.
Rasmussen, Ole, et al.. (1997). Viscous fluid expulsion in the evaluation of the constipated patient. Diseases of the Colon & Rectum. 40(5). 580–584. 8 indexed citations
16.
Sørensen, Michael. (1996). A semimartingale approach to some problems in Risk Theory. Astin Bulletin. 26(1). 15–23. 3 indexed citations
17.
Kloeden, Peter E., Eckhard Platen, Henri Schurz, & Michael Sørensen. (1996). On effects of discretization on estimators of drift parameters for diffusion processes. Journal of Applied Probability. 33(4). 1061–1076. 1 indexed citations
18.
Bibby, Bo Martin & Michael Sørensen. (1995). Martingale Estimation Functions for Discretely Observed Diffusion Processes. Bernoulli. 1(1/2). 17–17. 250 indexed citations
19.
Barndorff–Nielsen, Ole E., Jens Ledet Jensen, & Michael Sørensen. (1990). Parametric modelling of turbulence. Philosophical Transactions of the Royal Society of London Series A Physical and Engineering Sciences. 332(1627). 439–455. 27 indexed citations
20.
Jensen, Jens Ledet & Michael Sørensen. (1986). Estimation of some aeolian saltation transport parameters: a re‐analysis of Williams' data. Sedimentology. 33(4). 547–558. 56 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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