Jean‐Guy Simonato
Jean‐Guy Simonato publishes mostly in Finance, Economics and Econometrics and Accounting, on topics such as Financial Risk and Volatility Modeling, Stochastic processes and financial applications and Credit Risk and Financial Regulations.
- World rank
- #1,237,383 of 1,633,909 ranked researchers
- Rank in Canada
- #32,987 of 38,960
- Works
- 20
- Citations
- 67
- Citations per work
- 3.4
What does Jean‐Guy Simonato research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance66% of their works
- 2Economics and Econometrics11% of their works
- 3Accounting6% of their works
- 4General Economics, Econometrics and Finance6% of their works
- 5Statistics and Probability3% of their works
- 6Numerical Analysis3% of their works
Research topics
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
- Financial Distress and Bankruptcy Prediction
- Complex Systems and Time Series Analysis
- Banking stability, regulation, efficiency
- Monetary Policy and Economic Impact
Which keywords describe Jean‐Guy Simonato's research?
The keywords of their largest research topics: GARCH Models, Volatility, Liquidity, Option Pricing, Stochastic Calculus, Credit Spread Changes, Default Risk and Monetary Policy.
- Multifractal Analysis
- Finance
- Economic Growth
- Bankruptcy Prediction
- Stock Returns
- Monetary Policy
- Credit Spread Changes
- Option Pricing
- Volatility
- GARCH Models
- Liquidity
- Stochastic Calculus
- Default Risk
- Asset Pricing
- Banking
- Credit Scoring
- Econophysics
- Fiscal Policy
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
- GARCH Models71 topic
- Volatility71 topic
- Liquidity62 topics
- Option Pricing61 topic
- Stochastic Calculus61 topic
- Credit Spread Changes41 topic
- Default Risk41 topic
- Monetary Policy42 topics
- Asset Pricing31 topic
- Stock Returns31 topic
- Banking21 topic
- Bankruptcy Prediction21 topic
- Credit Scoring21 topic
- Economic Growth21 topic
- Econophysics21 topic
- Finance21 topic
- Fiscal Policy21 topic
- Multifractal Analysis21 topic
Where does Jean‐Guy Simonato work?
Jean‐Guy Simonato's main affiliation in the publication record is HEC Montréal, Canada.
How many publications and citations does Jean‐Guy Simonato have?
Science Explorer counts 20 works and 67 citations for Jean‐Guy Simonato, ranking #1,237,383 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.