Torben G. Andersen: h-index, Total Citations, and Citation Map
Torben G. Andersen's h-index is 66 (129 i10-index, 47,831+ total citations across 286+ publications) according to Google Scholar as of July 2026. Torben G. Andersen is affiliated with Professor of Finance, Kellogg School, Northwestern University.
Torben G. Andersen is a researcher affiliated with Professor of Finance, Kellogg School, Northwestern University, specializing in finance, time series econometrics, financial econometrics. Their work has been cited 47,831 times. This profile visualizes their global influence, highlighting strong citation networks in United States.
Torben G. Andersen's Citation Metrics
Bibliometric impact based on 286 indexed publications. Of these, 17 are original research articles — the rest are literature highlights, conference abstracts or theses.
- H-Index
- 66
- i10-Index
- 129
- Total Citations
- 47,831
- Citing Countries
- 22
As of July 2026.
Torben G. Andersen has an h-index of 66 and 47,831 total citations across 286 publications, with research cited by institutions in 22 countries.
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Modeling and forecasting realized volatility
20035,564
Top Citing Countries
Top Citing Institutions
Visa Evidence Package
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Significant Contributions
Auto-detected research lines — a seminal paper and the follow-up work building on it. Review and edit before using in a petition. Each Free PDF opens in a new tab — EB-1A organises this into the structure USCIS applies to Criterion 5 of 8 CFR § 204.5(h)(3)(v); EB-1B re-frames it under § 204.5(i)(3) (outstanding researcher); NIW presents it under prong 2 of Matter of Dhanasar.
The researcher established the empirical validity of standard volatility models and advanced forecasting methodologies through seminal work that addressed skepticism and integrated realized volatility measures.
Citation trend (last 10 years)Click to expand
Citation Trend (Last 10 Years)
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About Torben G. Andersen's research
Torben G. Andersen is a researcher in finance, time series econometrics and financial econometrics at Professor of Finance, Kellogg School, Northwestern University. Their work has been cited 47,831 times across 286 publications (h-index 66), according to Google Scholar.
Their most-cited work, “Modeling and forecasting realized volatility” (2003), has accumulated 5,564 citations. Other influential works include “Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts” (1998) with 4,800 citations and “The distribution of realized stock return volatility” (2001) with 3,486 citations.
Citations of Torben G. Andersen's research come primarily from United States, China and Italy, reflecting international research impact across 5+ countries. The interactive citation map above shows the full geographic distribution of the institutions citing this work.
