CREATES International Fellows, Peter Hansen, University of North Carolina Chapel Hill, has been selected as a Thomson Reuters Highly Cited Researcher for 2016.
This marks the third consecutive year that Professor Hansen receives this honor. Professor Hansen is one of about 3000 researchers worldwide to receive the prestigious distinction, of being one of the "world's most influential scientific minds", which represents the top 1% of the most cited researchers for their subject field and year of publication.
To be named as a Thomson Reuters Highly Cited Researcher one must write the greatest number of research papers that are officially designated as Highly Cited Papers by Essential Science Indicators -- a designation that truly reflects exceptional impact in the research community.
The 2016 list focuses on contemporary research achievement: only Highly Cited Papers in science and social sciences journals indexed in the Web of Science Core Collection during the 11-year period 2004-2014 were surveyed. The final 2016 list includes 70 economists and about 3000 researchers total from twenty-one fields of the sciences and social sciences.
Professor Hansen is a leading researcher on forecasting and volatility modeling. He has developed methods for comparing and selecting forecasting models, and has introduced novel estimators of volatility that draws on high-frequency financial data.
In previous years, several CREATES fellows have appeared on the Thomson Reuters Highly Cited researcher list including Professors Torben G. Andersen, Ole Barndorff-Nielsen, Tim Bollerslev, Asger Lunde and Søren Johansen.
For more information regarding the Thomson Reuters 2016 Highly Cited Researchers, as well as the complete list of researchers see: http://hcr.stateofinnovation.thomsonreuters.com/