Jean‐Michel Zakoïan
Jean‐Michel Zakoïan publishes mostly in Finance, Economics and Econometrics and Statistics and Probability, on topics such as Financial Risk and Volatility Modeling, Market Dynamics and Volatility and Complex Systems and Time Series Analysis.
- World rank
- #489,385 of 1,633,909 ranked researchers
- Rank in France
- #29,409 of 96,116
- Works
- 33
- Citations
- 221
- Citations per work
- 6.7
What does Jean‐Michel Zakoïan research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance30% of their works
- 2Economics and Econometrics28% of their works
- 3Statistics and Probability13% of their works
- 4General Economics, Econometrics and Finance12% of their works
- 5Control and Systems Engineering3% of their works
- 6Management Science and Operations Research3% of their works
Research topics
Which keywords describe Jean‐Michel Zakoïan's research?
The keywords of their largest research topics: GARCH Models, Monetary Policy, Volatility, Economic Policy Uncertainty, Econophysics, Multifractal Analysis, Oil Price Shocks and Economic Growth.
- Multivariate Calibration
- Option Pricing
- Lasso
- Regression Analysis
- Principal Component Analysis
- Economic Growth
- Multifractal Analysis
- Economic Policy Uncertainty
- Monetary Policy
- GARCH Models
- Volatility
- Econophysics
- Oil Price Shocks
- Fiscal Policy
- Multicollinearity
- Variable Selection
- Regularization
- Stochastic Calculus
- Near-Infrared Spectroscopy
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 19 words, with their numbers
- GARCH Models151 topic
- Monetary Policy152 topics
- Volatility151 topic
- Economic Policy Uncertainty81 topic
- Econophysics81 topic
- Multifractal Analysis81 topic
- Oil Price Shocks81 topic
- Economic Growth71 topic
- Fiscal Policy71 topic
- Principal Component Analysis52 topics
- Multicollinearity41 topic
- Regression Analysis41 topic
- Variable Selection42 topics
- Lasso31 topic
- Regularization31 topic
- Option Pricing21 topic
- Stochastic Calculus21 topic
- Multivariate Calibration11 topic
- Near-Infrared Spectroscopy11 topic
Where does Jean‐Michel Zakoïan work?
Jean‐Michel Zakoïan's main affiliation in the publication record is Centre de Recherche en Économie et Statistique, France.
How many publications and citations does Jean‐Michel Zakoïan have?
Science Explorer counts 33 works and 221 citations for Jean‐Michel Zakoïan, ranking #489,385 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.