Science Explorer Back to mapMap
Discussion
Researcher · Sorbonne Université · France

Jean Jacod

Jean Jacod publishes mostly in Finance, Statistics and Probability and Mathematical Physics, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Probability and Risk Models.

OpenAlex
World rank
#56,074
of 7,710,434 ranked researchers
Rank in France
#5,678
of 324,115
Works
282
Citations
16k
Citations per work
55.5
h-index
57
i10-index 109Top 0.6% in Finance
Jean Jacod

What does Jean Jacod research?

Jean Jacod's work is mostly in Economics, Econometrics and Finance (43%), Mathematics (19%), Decision Sciences (8%).

Social Sciences: 144 works · 50.9% of their workEconomics, Econometrics and Finance: 122 works · 43.1% of their workFinance: 98 works · 34.7% of their workEconomics and Econometrics: 24 works · 8.4% of their workDecision Sciences: 22 works · 7.8% of their workManagement Science and Operations Research: 22 works · 7.8% of their workEverything else: 75 works · 26.6% of their workPhysical Sciences: 63 works · 22.5% of their workMathematics: 53 works · 18.7% of their workStatistics and Probability: 28 works · 9.8% of their workMathematical Physics: 25 works · 8.9% of their workComputer Science: 11 works · 3.8% of their workComputational Theory and Mathematics: 11 works · 3.8% of their workTHEIR WORKJean Jacod282works
Physical Sciences22%Social Sciences51%

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 Finance12243.1%
    2. Decision Sciences227.8%
  2. Everything else7526.6%
    1. Mathematics5318.7%
    2. Computer Science113.8%
  1. 1Finance35% of their works
  2. 2Statistics and Probability10% of their works
  3. 3Mathematical Physics9% of their works
  4. 4Economics and Econometrics8% of their works
  5. 5Management Science and Operations Research8% of their works
  6. 6Computational Theory and Mathematics4% of their works

Research topics

Which keywords describe Jean Jacod's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Insurance, Risk, Econophysics and Multifractal Analysis.

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 16 words, with their numbers
  1. Option Pricing1401 topic
  2. Stochastic Calculus1401 topic
  3. GARCH Models651 topic
  4. Volatility651 topic
  5. Insurance341 topic
  6. Risk341 topic
  7. Econophysics331 topic
  8. Multifractal Analysis331 topic
  9. Regularization221 topic
  10. Variable Selection221 topic
  11. Chaos161 topic
  12. Dynamical Systems161 topic
  13. Asset Pricing131 topic
  14. Probability Theory131 topic
  15. Statistical Modeling131 topic
  16. Stock Returns131 topic

Where does Jean Jacod work?

Jean Jacod's main affiliation in the publication record is Sorbonne Université, France.

How many publications and citations does Jean Jacod have?

OpenAlex counts 282 works and 15,652 citations for Jean Jacod, an h-index of 57, ranking #56,074 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.

Other researchers named Jean Jacod

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.

Discussion

Ask a question or share a note about Jean Jacod. Posts are plain text and can be reported.