Peter Reinhard Hansen
- Finance top 0.05%
- Economics and Econometrics top 0.05%
- General Economics, Econometrics and Finance top 0.2%
- Management Science and Operations Research top 0.5%
- Statistics and Probability top 1%
- Co-authors
- Asger LundeOle E. Barndorff–NielsenNeil ShephardZhuo HuangHoward ShekAllan TimmermannValeri VoevNoel T. Brewer
- Topics
- Financial Risk and Volatility Modeling (44 papers)Monetary Policy and Economic Impact (27 papers)Market Dynamics and Volatility (19 papers)
- Partner nations
- United StatesDenmarkChina
In The Last Decade
Peter Reinhard Hansen
74 papers receiving 6.9k citations
Hit Papers
Peers
Comparison fields: 5 of 123
- Finance 5.8k
- Economics and Econometrics 5.1k
- General Economics, Econometrics and Finance 2.2k
- Management Science and Operations Research 845
- Statistics and Probability 413
Countries citing papers authored by Peter Reinhard Hansen
This map shows the geographic impact of Peter Reinhard Hansen'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 Peter Reinhard Hansen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Reinhard Hansen more than expected).
Fields of papers citing papers by Peter Reinhard Hansen
This network shows the impact of papers produced by Peter Reinhard Hansen. 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 Peter Reinhard Hansen. The network helps show where Peter Reinhard Hansen may publish in the future.
Co-authorship network of co-authors of Peter Reinhard Hansen
This figure shows the co-authorship network connecting the top 25 collaborators of Peter Reinhard Hansen. A scholar is included among the top collaborators of Peter Reinhard Hansen 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 Peter Reinhard Hansen. Peter Reinhard Hansen 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 | 2 | |
| 3 | 1 | |
| 4 | 22 | |
| 5 | 65 | |
| 6 | 35 | |
| 7 | 120 | |
| 8 | 90 | |
| 9 | Choice of Sample Split in Out-of-Sample Forecast Evaluation | 112 |
| 10 | 52 | |
| 11 | Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise | 119 |
| 12 | The Greenspan Years: An Analysis of the Magnitude and Speed of the Equity Market Response to FOMC Announcements | 1 |
| 13 | 210 | |
| 14 | 49 | |
| 15 | 11 | |
| 16 | 2 | |
| 17 | 26 | |
| 18 | Converting Device Test Vectors to an In-Circuit Board Test Environment. | 2 |
| 19 | A multimode programming strategy for VLSI boards | 0 |
| 20 | New Techniques for Manufacturing Test and Diagnosis of LSSD Boards. | 2 |
About Peter Reinhard Hansen
Peter Reinhard Hansen is a scholar working on Finance, General Economics, Econometrics and Finance and Statistics and Probability, having authored 78 papers that have together received 7.2k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (44 papers), Monetary Policy and Economic Impact (27 papers) and Market Dynamics and Volatility (19 papers). The work is most often cited by research in Finance (5.8k citations), General Economics, Econometrics and Finance (2.2k citations) and Economics and Econometrics (5.1k citations). Peter Reinhard Hansen has collaborated with scholars based in United States, Denmark and China. Frequent co-authors include Asger Lunde, Ole E. Barndorff–Nielsen, Neil Shephard, Zhuo Huang, Howard Shek, Allan Timmermann, Valeri Voev, Noel T. Brewer, James M. Nason and Jeremy Large. Their work appears in journals such as Econometrica, Journal of Econometrics and ChemSusChem.
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.