Éric Jondeau
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Global Financial Crisis and Policies
- Stochastic processes and financial applications
-
- Monetary Policy and Economic Impact
- Economic Theory and Policy
Papers in
- Finance 85
- Financial Markets and Investment Strategies 39
- Financial Risk and Volatility Modeling 32
- Stochastic processes and financial applications 20
- Banking stability, regulation, efficiency 14
- Global Financial Crisis and Policies 12
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- Market Dynamics and Volatility 32
- Complex Systems and Time Series Analysis 18
- Co-authors
- Michael Rockinger (46 shared papers)Hervé Le Bihan (10 shared papers)Roland Ricart (5 shared papers)Sanvi Avouyi‐Dovi (3 shared papers)Catherine Bruneau (2 shared papers)Robert F. Engle (2 shared papers)Jean-Guillaume Sahuc (6 shared papers)Emmanuel Jurczenko (3 shared papers)
- Journals
- Journal of Banking & Finance (3 papers)Journal of Economic Dynamics and Control (3 papers)Journal of International Money and Finance (3 papers)Journal of Econometrics (2 papers)Journal of Financial Econometrics (2 papers)
- Partner nations
- SwitzerlandFranceUnited Kingdom
In The Last Decade
Éric Jondeau
107 papers receiving 4.3k citations
Éric Jondeau's Hit Papers
Peers
Comparison fields: 5 of 111
- Finance 2.9k
- General Economics, Econometrics and Finance 2.0k
- Economics and Econometrics 3.1k
- Management Science and Operations Research 344
- Computational Mathematics 11
Countries citing papers authored by Éric Jondeau
This map shows the geographic impact of Éric Jondeau's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Éric Jondeau with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Éric Jondeau more than expected).
Fields of papers citing papers by Éric Jondeau
This network shows the impact of papers produced by Éric Jondeau. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Éric Jondeau. The network helps show where Éric Jondeau may publish in the future.
Co-authors
The 21 scholars most cited alongside Éric Jondeau, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 117 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Copula-GARCH model of conditional dependencies: An international stock market application Hit paper breakdown → | 2006 | 544 |
| 2 | 2003 | 391 | |
| 3 | 2006 | 289 | |
| 4 | 2001 | 185 | |
| 5 | 2014 | 178 | |
| 6 | 1999 | 134 | |
| 7 | 2002 | 132 | |
| 8 | 1998 | 128 | |
| 9 | 2003 | 121 | |
| 10 | 2000 | 117 | |
| 11 | 2001 | 113 | |
| 12 | 1998 | 112 | |
| 13 | 1999 | 111 | |
| 14 | 1999 | 110 | |
| 15 | 1999 | 108 | |
| 16 | 2001 | 99 | |
| 17 | 2000 | 95 | |
| 18 | 1999 | 95 | |
| 19 | 2000 | 93 | |
| 20 | 2001 | 91 |
About Éric Jondeau
Éric Jondeau is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Management Science and Operations Research and Accounting, having authored 117 papers that have together received 4.6k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (39 papers), Monetary Policy and Economic Impact (39 papers), Financial Risk and Volatility Modeling (32 papers), Market Dynamics and Volatility (32 papers), Stochastic processes and financial applications (20 papers), Complex Systems and Time Series Analysis (18 papers), Banking stability, regulation, efficiency (14 papers) and Global Financial Crisis and Policies (12 papers). The work is most often cited by research in Finance (2.9k citations), General Economics, Econometrics and Finance (2.0k citations), Economics and Econometrics (3.1k citations), Management Science and Operations Research (344 citations) and Computational Mathematics (11 citations). Éric Jondeau has collaborated with scholars based in Switzerland, France and United Kingdom. Frequent co-authors include Michael Rockinger, Hervé Le Bihan, Roland Ricart, Sanvi Avouyi‐Dovi, Catherine Bruneau, Robert F. Engle, Jean-Guillaume Sahuc, Emmanuel Jurczenko, Florian Pelgrin and Jean Imbs. Their work appears in journals such as Journal of Banking & Finance, Journal of Economic Dynamics and Control, Journal of International Money and Finance, Journal of Econometrics and Journal of Financial Econometrics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.