Thibault Jaisson
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Mathematical Physics top 10%
- Stochastic processes and statistical mechanics
Papers in
- Finance 7
- Stochastic processes and financial applications 6
- Financial Markets and Investment Strategies 3
- Financial Risk and Volatility Modeling 1
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- Stock Market Forecasting Methods 2
- Co-authors
- Mathieu Rosenbaum (3 shared papers)Jim Gatheral (1 shared paper)Emmanuel Bacry (1 shared paper)Jean–François Muzy (1 shared paper)
- Journals
- Quantitative Finance (4 papers)The Annals of Applied Probability (2 papers)SSRN Electronic Journal (1 paper)
- Partner nations
- FranceUnited States
In The Last Decade
Thibault Jaisson
8 papers receiving 651 citations
Thibault Jaisson's Hit Papers
Peers
Comparison fields: 5 of 27
- Finance 575
- Mathematical Physics 51
- Modeling and Simulation 21
- Applied Mathematics 61
- Management Science and Operations Research 45
Countries citing papers authored by Thibault Jaisson
This map shows the geographic impact of Thibault Jaisson'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 Thibault Jaisson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thibault Jaisson more than expected).
Fields of papers citing papers by Thibault Jaisson
This network shows the impact of papers produced by Thibault Jaisson. 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 Thibault Jaisson. The network helps show where Thibault Jaisson may publish in the future.
Co-authors
The 4 scholars most cited alongside Thibault Jaisson, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | Volatility Is Rough Hit paper breakdown → | 2018 | 437 |
| 2 | 2015 | 81 | |
| 3 | 2016 | 77 | |
| 4 | 2016 | 60 | |
| 5 | 2015 | 13 | |
| 6 | 2022 | 9 | |
| 7 | 2022 | 7 | |
| 8 | 2015 | 1 |
About Thibault Jaisson
Thibault Jaisson is a scholar working on Finance, Management Science and Operations Research, Economics and Econometrics, Nuclear Energy and Engineering and Waste Management and Disposal, having authored 8 papers that have together received 685 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (6 papers), Financial Markets and Investment Strategies (3 papers), Stock Market Forecasting Methods (2 papers), Complex Systems and Time Series Analysis (1 paper) and Financial Risk and Volatility Modeling (1 paper). The work is most often cited by research in Finance (575 citations), Mathematical Physics (51 citations), Modeling and Simulation (21 citations), Applied Mathematics (61 citations) and Management Science and Operations Research (45 citations). Thibault Jaisson has collaborated with scholars based in France and United States. Frequent co-authors include Mathieu Rosenbaum, Jim Gatheral, Emmanuel Bacry and Jean–François Muzy. Their work appears in journals such as Quantitative Finance, The Annals of Applied Probability and SSRN Electronic Journal.
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.