Per A. Mykland
- Finance top 0.1%
- Economics and Econometrics top 0.2%
- Statistics and Probability top 0.5%
- General Economics, Econometrics and Finance top 1%
- Management Science and Operations Research top 2%
- Co-authors
- Yacine Aı̈t-SahaliaLan ZhangSuzanne S. LeeJean JacodMark PodolskijMathias VetterYingying LiBin Yu
- Topics
- Financial Risk and Volatility Modeling (58 papers)Stochastic processes and financial applications (45 papers)Complex Systems and Time Series Analysis (18 papers)
- Partner nations
- United StatesChinaHong Kong
In The Last Decade
Per A. Mykland
77 papers receiving 4.3k citations
Hit Papers
Peers
Comparison fields: 5 of 102
- Finance 3.7k
- Economics and Econometrics 2.4k
- Statistics and Probability 873
- General Economics, Econometrics and Finance 784
- Management Science and Operations Research 323
Countries citing papers authored by Per A. Mykland
This map shows the geographic impact of Per A. Mykland'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 Per A. Mykland with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Per A. Mykland more than expected).
Fields of papers citing papers by Per A. Mykland
This network shows the impact of papers produced by Per A. Mykland. 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 Per A. Mykland. The network helps show where Per A. Mykland may publish in the future.
Co-authorship network of co-authors of Per A. Mykland
This figure shows the co-authorship network connecting the top 25 collaborators of Per A. Mykland. A scholar is included among the top collaborators of Per A. Mykland 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 Per A. Mykland. Per A. Mykland is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 10 | |
| 3 | 0 | |
| 4 | 8 | |
| 5 | 1 | |
| 6 | Efficient and feasible inference for the components of financial variation using blocked multipower variation | 7 |
| 7 | 53 | |
| 8 | Realized volatility when sampling times can be endogenous | 1 |
| 9 | Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics | 29 |
| 10 | 449 | |
| 11 | 0 | |
| 12 | 37 | |
| 13 | Determining the Volatility of a Price Process in The Presence of Rounding Errors | 4 |
| 14 | 6 | |
| 15 | A Tale of Two Time Scalesbreakdown → | 947 |
| 16 | Estimators of Diffusions with Randomly Spaced Discrete Observations: A General Theory | 30 |
| 17 | 85 | |
| 18 | The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions | 2 |
| 19 | 139 | |
| 20 | 11 |
About Per A. Mykland
Per A. Mykland is a scholar working on Finance, Statistics and Probability and General Economics, Econometrics and Finance, having authored 82 papers that have together received 4.5k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (58 papers), Stochastic processes and financial applications (45 papers) and Complex Systems and Time Series Analysis (18 papers). The work is most often cited by research in Finance (3.7k citations), Statistics and Probability (873 citations) and General Economics, Econometrics and Finance (784 citations). Per A. Mykland has collaborated with scholars based in United States, China and Hong Kong. Frequent co-authors include Yacine Aı̈t-Sahalia, Lan Zhang, Suzanne S. Lee, Jean Jacod, Lan Zhang, Mark Podolskij, Mathias Vetter, Yingying Li, Lan Zhang and Bin Yu. Their work appears in journals such as Journal of the American Statistical Association, Econometrica and Review of Financial Studies.
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.