Richard B. Olsen

3.6k total citations · 1 hit paper
44 papers, 2.3k citations indexed

About

Richard B. Olsen is a scholar working on Economics and Econometrics, Finance and Oceanography. According to data from OpenAlex, Richard B. Olsen has authored 44 papers receiving a total of 2.3k indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Economics and Econometrics, 18 papers in Finance and 14 papers in Oceanography. Recurrent topics in Richard B. Olsen's work include Complex Systems and Time Series Analysis (21 papers), Market Dynamics and Volatility (16 papers) and Financial Risk and Volatility Modeling (15 papers). Richard B. Olsen is often cited by papers focused on Complex Systems and Time Series Analysis (21 papers), Market Dynamics and Volatility (16 papers) and Financial Risk and Volatility Modeling (15 papers). Richard B. Olsen collaborates with scholars based in Norway, United Kingdom and Canada. Richard B. Olsen's co-authors include Michel M. Dacorogna, Olivier V. Pictet, Ulrich Müller, Dominique Guillaume, Alexandre Dupuis, James Ward, James B. Glattfelder, C.E. Livingstone, P.W. Vachon and A.L. Gray and has published in prestigious journals such as Journal of Geophysical Research Atmospheres, IEEE Transactions on Geoscience and Remote Sensing and Journal of Banking & Finance.

In The Last Decade

Richard B. Olsen

41 papers receiving 2.0k citations

Hit Papers

align trajectories sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Volatilities of different time resolutions — Analyzing the dynamics of market components

1997 508 citations Ulrich Müller, Michel M. Dacorogna et al. profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Richard B. Olsen Norway	17	1.8k	1.6k	391	342	134	44	2.3k
J. Huston McCulloch United States	22	990 0.5×	1.6k 1.0×	760 1.9×	147 0.4×	28 0.2×	55	2.3k
Bruno Rémillard Canada	21	781 0.4×	1.5k 0.9×	288 0.7×	281 0.8×	36 0.3×	96	2.8k
Rolf–Dieter Reiss Germany	15	401 0.2×	1.1k 0.7×	119 0.3×	358 1.0×	28 0.2×	57	2.3k
Yue Kuen Kwok Hong Kong	22	508 0.3×	1.3k 0.8×	49 0.1×	216 0.6×	196 1.5×	163	2.1k
Faruk Selçuk∥ Türkiye	18	1.8k 1.0×	1.4k 0.8×	618 1.6×	294 0.9×	9 0.1×	34	2.3k
Fred Espen Benth Norway	34	1.4k 0.8×	2.1k 1.3×	207 0.5×	273 0.8×	5 0.0×	199	3.5k
Damiano Brigo United Kingdom	29	909 0.5×	3.0k 1.8×	262 0.7×	360 1.1×	8 0.1×	148	3.5k
Susan Porter‐Hudak United States	9	1.9k 1.0×	1.7k 1.0×	685 1.8×	138 0.4×	10 0.1×	14	2.3k
Peter Tankov France	20	960 0.5×	2.4k 1.5×	110 0.3×	527 1.5×	6 0.0×	72	3.2k
Roselyne Joyeux Australia	14	2.4k 1.3×	1.7k 1.0×	644 1.6×	221 0.6×	9 0.1×	33	3.1k

Countries citing papers authored by Richard B. Olsen

Since Specialization

Citations

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

Fields of papers citing papers by Richard B. Olsen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Richard B. Olsen. 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 Richard B. Olsen. The network helps show where Richard B. Olsen may publish in the future.

Co-authorship network of co-authors of Richard B. Olsen

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

All Works

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20 of 20 papers shown

Olsen, Richard B., et al.. (2019). Intrinsic Time Directional-Change Methodology in Higher Dimensions. SSRN Electronic Journal. 1 indexed citations

Olsen, Richard B., et al.. (2018). Instantaneous Volatility Seasonality of Bitcoin in Directional-Change Intrinsic Time. SSRN Electronic Journal. 2 indexed citations

Dupuis, Alexandre, et al.. (2013). Time zone normalization of FX seasonality. Quantitative Finance. 13(7). 1115–1123. 3 indexed citations

Dupuis, Alexandre, et al.. (2012). The scale of market quakes. Quantitative Finance. 12(4). 501–508. 18 indexed citations

Tsang, Edward, et al.. (2011). A Directional-Change Events Approach for Studying Financial Time Series. SSRN Electronic Journal. 8 indexed citations

Glattfelder, James B., Alexandre Dupuis, & Richard B. Olsen. (2010). Patterns in high-frequency FX data: discovery of 12 empirical scaling laws. Quantitative Finance. 11(4). 599–614. 71 indexed citations

Olsen, Richard B., et al.. (2005). Polarisation-Dependent Signatures of Ships in Envisat AP Mode Data. 572. 1 indexed citations

Olsen, Richard B., et al.. (2005). Ship detection signatures in AP mode data. 56th International Astronautical Congress of the International Astronautical Federation, the International Academy of Astronautics, and the International Institute of Space Law. 5 indexed citations

Dowd, Michael K., P.W. Vachon, Fred W. Dobson, & Richard B. Olsen. (2001). Ocean wave extraction from RADARSAT synthetic aperture radar inter-look image cross-spectra. IEEE Transactions on Geoscience and Remote Sensing. 39(1). 21–37. 27 indexed citations

10.

Olsen, Richard B., et al.. (2000). The Role of Wide Swath SAR in High-Latitude Coastal Management. Johns Hopkins APL technical digest. 21(1). 136–140. 13 indexed citations

11.

Zumbach, Gilles, et al.. (2000). MEASURING SHOCK IN FINANCIAL MARKETS. International Journal of Theoretical and Applied Finance. 3(3). 347–355. 17 indexed citations

12.

Dacorogna, Michel M., Ulrich Müller, Christian Jost, et al.. (1999). Heterogeneous Real-Time Trading Strategies in the Foreign Exchange Markets. SSRN Electronic Journal. 2 indexed citations

13.

Zumbach, Gilles, et al.. (1999). Introducing a Scale of Market Shocks. SSRN Electronic Journal. 3 indexed citations

14.

Müller, Ulrich, et al.. (1999). Fractals and Intrinsic Time - a Challenge to Econometricians. RePEc: Research Papers in Economics. 198 indexed citations

15.

Olsen, Richard B., Michel M. Dacorogna, Ulrich Müller, & Olivier V. Pictet. (1998). Going Back to the Basics - Rethinking Market Efficiency. SSRN Electronic Journal. 3 indexed citations

16.

Dunlap, Ewa, et al.. (1998). The effect of assimilating ERS‐1 fast delivery wave data into the North Atlantic WAM model. Journal of Geophysical Research Atmospheres. 103(C4). 7901–7915. 13 indexed citations

17.

Dacorogna, Michel M., Ulrich Müller, Olivier V. Pictet, & Richard B. Olsen. (1997). Modelling Short-Term Volatility with GARCH and HARCH Models. SSRN Electronic Journal. 60 indexed citations

18.

Dacorogna, Michel M., Cindy L. Gauvreau, Ulrich Müller, Richard B. Olsen, & Olivier V. Pictet. (1996). Changing time scale for short‐term forecasting in financial markets. Journal of Forecasting. 15(3). 203–227. 6 indexed citations

19.

Vachon, P.W., Richard B. Olsen, Harald E. Krogstad, & Antony K. Liu. (1993). Airborne synthetic aperture radar observations and simulations for waves in ice. Journal of Geophysical Research Atmospheres. 98(C9). 16411–16425. 20 indexed citations

20.

Rufenach, Clifford L., et al.. (1991). Comparison of aircraft synthetic aperture radar and buoy spectra during the Norwegian Continental Shelf Experiment of 1988. Journal of Geophysical Research Atmospheres. 96(C6). 10423–10441. 7 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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