Bruno Rémillard
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Statistics and Probability top 0.5%
- Statistical Methods and Inference
- Statistical Distribution Estimation and Applications
Papers in
- Finance 71
- Financial Risk and Volatility Modeling 49
- Stochastic processes and financial applications 32
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- Complex Systems and Time Series Analysis 19
- Market Dynamics and Volatility 9
- Economic theories and models 6
- Co-authors
- Christian Genest (18 shared papers)David Beaudoin (2 shared papers)Jean‐François Quessy (5 shared papers)Kilani Ghoudi (10 shared papers)Nicolas Papageorgiou (14 shared papers)Pierre Duchesne (3 shared papers)Belkacem Abdous (2 shared papers)Philippe Barbe (1 shared paper)
- Journals
- Journal of Multivariate Analysis (10 papers)Canadian Journal of Statistics (4 papers)Quantitative Finance (3 papers)The Annals of Probability (2 papers)Test (2 papers)
- Partner nations
- CanadaUnited StatesFrance
In The Last Decade
Bruno Rémillard
87 papers receiving 2.6k citations
Bruno Rémillard's Hit Papers
Peers
Comparison fields: 5 of 122
- Finance 1.5k
- Statistics and Probability 776
- General Economics, Econometrics and Finance 288
- Global and Planetary Change 729
- Economics and Econometrics 781
Countries citing papers authored by Bruno Rémillard
This map shows the geographic impact of Bruno Rémillard'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 Bruno Rémillard with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bruno Rémillard more than expected).
Fields of papers citing papers by Bruno Rémillard
This network shows the impact of papers produced by Bruno Rémillard. 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 Bruno Rémillard. The network helps show where Bruno Rémillard may publish in the future.
Co-authors
The 25 scholars most cited alongside Bruno Rémillard, 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 96 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Goodness-of-fit tests for copulas: A review and a power study Hit paper breakdown → | 2007 | 975 |
| 2 | 2006 | 294 | |
| 3 | 2008 | 254 | |
| 4 | 2004 | 171 | |
| 5 | 1996 | 112 | |
| 6 | 2007 | 71 | |
| 7 | 2001 | 51 | |
| 8 | 2005 | 51 | |
| 9 | 1995 | 50 | |
| 10 | 2013 | 49 | |
| 11 | 2012 | 45 | |
| 12 | 2010 | 36 | |
| 13 | 2017 | 35 | |
| 14 | Goodness-of-fit Procedures for Copula Models Based on the Integral Probability Transformation | 2003 | 33 |
| 15 | 2005 | 31 | |
| 16 | Omnibus Goodness-of-Fit Tests for Copulas: A Review and a Power Study | 2006 | 27 |
| 17 | 2017 | 24 | |
| 18 | 2013 | 22 | |
| 19 | 2000 | 20 | |
| 20 | 2008 | 20 |
About Bruno Rémillard
Bruno Rémillard is a scholar working on Finance, Economics and Econometrics, Statistics and Probability, Management Science and Operations Research and Mathematical Physics, having authored 96 papers that have together received 2.8k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (49 papers), Stochastic processes and financial applications (32 papers), Complex Systems and Time Series Analysis (19 papers), Statistical Methods and Inference (17 papers), Market Dynamics and Volatility (9 papers), Advanced Statistical Methods and Models (8 papers), Probability and Risk Models (7 papers) and Economic theories and models (6 papers). The work is most often cited by research in Finance (1.5k citations), Statistics and Probability (776 citations), General Economics, Econometrics and Finance (288 citations), Global and Planetary Change (729 citations) and Economics and Econometrics (781 citations). Bruno Rémillard has collaborated with scholars based in Canada, United States and France. Frequent co-authors include Christian Genest, David Beaudoin, Jean‐François Quessy, Kilani Ghoudi, Nicolas Papageorgiou, Pierre Duchesne, Belkacem Abdous, Philippe Barbe, Johanna Nešlehová and Reg Kulperger. Their work appears in journals such as Journal of Multivariate Analysis, Canadian Journal of Statistics, Quantitative Finance, The Annals of Probability and Test.
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.