Leif B. G. Andersen

57 papers and 2.5k indexed citations i.

Leif B. G. Andersen has authored 57 papers that have received a total of 2.5k indexed citations. This includes 50 papers in Finance, 10 papers in Economics and Econometrics and 6 papers in Computational Mechanics. The topics of these papers are Stochastic processes and financial applications (41 papers), Financial Risk and Volatility Modeling (20 papers) and Credit Risk and Financial Regulations (19 papers). Leif B. G. Andersen is often cited by papers focused on Stochastic processes and financial applications (41 papers), Financial Risk and Volatility Modeling (20 papers) and Credit Risk and Financial Regulations (19 papers) and collaborates with scholars based in United States, United Kingdom and Australia. Leif B. G. Andersen's co-authors include Jesper Andreasen, Jakob Sidenius, Mark Lake and Vladimir Piterbarg and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Technometrics.