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Researcher · ENSAE Paris · France

Jean‐David Fermanian

Jean‐David Fermanian publishes mostly in Finance, Statistics and Probability and Economics and Econometrics, on topics such as Financial Risk and Volatility Modeling, Statistical Methods and Inference and Stochastic processes and financial applications.

ORCID 0000-0001-5960-5555 OpenAlex
World rank
#1,385,901
of 7,710,434 ranked researchers
Rank in France
#62,741
of 324,115
Works
142
Citations
3.1k
Citations per work
22.0
h-index
25
i10-index 37Top 7.3% in Finance
Jean‐David Fermanian

What does Jean‐David Fermanian research?

Jean‐David Fermanian's work is mostly in Economics, Econometrics and Finance (42%), Mathematics (17%), Decision Sciences (5%).

Social Sciences: 66 works · 46.8% of their workEconomics, Econometrics and Finance: 59 works · 41.9% of their workFinance: 44 works · 31.3% of their workEconomics and Econometrics: 10 works · 7.1% of their workGeneral Economics, Econometrics and Finance: 5 works · 3.5% of their workDecision Sciences: 7 works · 4.9% of their workManagement Science and Operations Research: 7 works · 4.9% of their workEverything else: 47 works · 32.9% of their workPhysical Sciences: 29 works · 20.3% of their workMathematics: 24 works · 16.8% of their workStatistics and Probability: 24 works · 16.8% of their workEnvironmental Science: 5 works · 3.5% of their workGlobal and Planetary Change: 5 works · 3.5% of their workTHEIR WORKJean‐DavidFermanian142works
Physical Sciences20%Social Sciences47%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance5941.9%
    2. Decision Sciences74.9%
  2. Everything else4732.9%
    1. Mathematics2416.8%
    2. Environmental Science53.5%
  1. 1Finance31% of their works
  2. 2Statistics and Probability17% of their works
  3. 3Economics and Econometrics7% of their works
  4. 4Management Science and Operations Research5% of their works
  5. 5Global and Planetary Change4% of their works
  6. 6General Economics, Econometrics and Finance4% of their works

Research topics

Which keywords describe Jean‐David Fermanian's research?

The keywords of their largest research topics: GARCH Models, Volatility, Regularization, Variable Selection, Liquidity, Monetary Policy, Option Pricing and Stochastic Calculus.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 18 words, with their numbers
  1. GARCH Models571 topic
  2. Volatility571 topic
  3. Regularization431 topic
  4. Variable Selection431 topic
  5. Liquidity282 topics
  6. Monetary Policy242 topics
  7. Option Pricing241 topic
  8. Stochastic Calculus241 topic
  9. Credit Spread Changes171 topic
  10. Default Risk171 topic
  11. Drought131 topic
  12. Economic Growth131 topic
  13. Fiscal Policy131 topic
  14. Monitoring131 topic
  15. Banking111 topic
  16. Econophysics111 topic
  17. Finance111 topic
  18. Multifractal Analysis111 topic

Where does Jean‐David Fermanian work?

Jean‐David Fermanian's main affiliation in the publication record is ENSAE Paris, France.

How many publications and citations does Jean‐David Fermanian have?

OpenAlex counts 142 works and 3,125 citations for Jean‐David Fermanian, an h-index of 25, ranking #1,385,901 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

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