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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 Hydrology and Drought Analysis.

ORCID 0000-0001-5960-5555 OpenAlex
World rank
#583,233
of 1,633,909 ranked researchers
Rank in France
#35,554
of 96,116
Works
44
Citations
149
Citations per work
3.4

What does Jean‐David Fermanian research?

Finance: 28.8%Statistics and Probability: 23.7%Economics and Econometrics: 10.2%Global and Planetary Change: 6.8%other fields: 30.5%29%top field
Finance28.8%Statistics and Probability23.7%Economics and Econometrics10.2%Global and Planetary Change6.8%other fields30.5%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance29% of their works
  2. 2Statistics and Probability24% of their works
  3. 3Economics and Econometrics10% of their works
  4. 4Global and Planetary Change7% of their works
  5. 5Sociology and Political Science5% of their works
  6. 6General Economics, Econometrics and Finance3% of their works

Research topics

Which keywords describe Jean‐David Fermanian's research?

The keywords of their largest research topics: Risk Management, GARCH Models, Volatility, Regularization, Variable Selection, Drought, Monitoring and Econophysics.

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 17 words, with their numbers
  1. Risk Management142 topics
  2. GARCH Models121 topic
  3. Volatility121 topic
  4. Regularization101 topic
  5. Variable Selection101 topic
  6. Drought41 topic
  7. Monitoring41 topic
  8. Econophysics31 topic
  9. Multifractal Analysis31 topic
  10. Credit Spread Changes21 topic
  11. Default Risk21 topic
  12. Finance21 topic
  13. Fiscal Policy21 topic
  14. Monetary Policy21 topic
  15. Option Pricing21 topic
  16. Robust Optimization21 topic
  17. Stochastic Calculus21 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?

Science Explorer counts 44 works and 149 citations for Jean‐David Fermanian, ranking #583,233 of 1,633,909 researchers worldwide on the composite 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 are in the interactive view on the map. Is this your page? Request a correction or removal.