Bruno Rémillard

4.3k total citations · 1 hit paper
96 papers, 2.8k citations indexed

About

Bruno Rémillard is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Bruno Rémillard has authored 96 papers receiving a total of 2.8k indexed citations (citations by other indexed papers that have themselves been cited), including 71 papers in Finance, 29 papers in Economics and Econometrics and 25 papers in Statistics and Probability. Recurrent topics in Bruno Rémillard's work include Financial Risk and Volatility Modeling (49 papers), Stochastic processes and financial applications (32 papers) and Complex Systems and Time Series Analysis (19 papers). Bruno Rémillard is often cited by papers focused on Financial Risk and Volatility Modeling (49 papers), Stochastic processes and financial applications (32 papers) and Complex Systems and Time Series Analysis (19 papers). Bruno Rémillard collaborates with scholars based in Canada, United States and France. Bruno Rémillard's 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 and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and Macromolecules.

In The Last Decade

Bruno Rémillard

87 papers receiving 2.6k citations

Hit Papers

Goodness-of-fit tests for copulas: A review and a power s... 2007 2026 2013 2019 2007 250 500 750

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Bruno Rémillard Canada 21 1.5k 781 776 729 288 96 2.8k
Ana Ferreira Portugal 28 1.5k 1.0× 540 0.7× 754 1.0× 768 1.1× 253 0.9× 56 4.4k
Kjersti Aas Norway 18 1.3k 0.9× 881 1.1× 493 0.6× 435 0.6× 302 1.0× 40 2.8k
Trevor J. Ringrose United Kingdom 12 1.4k 1.0× 799 1.0× 818 1.1× 411 0.6× 283 1.0× 30 3.0k
Yuri Goegebeur Denmark 18 1.3k 0.9× 524 0.7× 869 1.1× 731 1.0× 255 0.9× 64 2.4k
Fabrizio Durante Italy 32 1.6k 1.1× 446 0.6× 1.1k 1.4× 974 1.3× 178 0.6× 145 3.5k
Rolf–Dieter Reiss Germany 15 1.1k 0.8× 401 0.5× 939 1.2× 448 0.6× 119 0.4× 57 2.3k
James Pickands United States 15 1.6k 1.1× 710 0.9× 829 1.1× 1.1k 1.5× 228 0.8× 21 3.9k
Mike West United States 8 1.1k 0.7× 1.6k 2.1× 391 0.5× 279 0.4× 1.2k 4.1× 19 3.9k
Ivan Kojadinovic France 22 458 0.3× 272 0.3× 628 0.8× 312 0.4× 111 0.4× 52 1.8k
Kilani Ghoudi United Arab Emirates 13 881 0.6× 374 0.5× 534 0.7× 286 0.4× 152 0.5× 44 1.6k

Countries citing papers authored by Bruno Rémillard

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Bruno Rémillard

This figure shows the co-authorship network connecting the top 25 collaborators of Bruno Rémillard. A scholar is included among the top collaborators of Bruno Rémillard based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bruno Rémillard. Bruno Rémillard is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Krupskii, Pavel, et al.. (2025). On factor copula-based mixed regression models. Electronic Journal of Statistics. 19(1).
2.
Wang, Xiaochang C., Shui Feng, Yiping Guo, & Bruno Rémillard. (2024). Large deviations for the Yule–Walker estimator of near critical autoregressive processes. Statistics & Probability Letters. 214. 110196–110196.
3.
Rémillard, Bruno & Jean Vaillancourt. (2024). Central limit theorems for martingales-I: Continuous limits. Electronic Journal of Probability. 29(none).
4.
Rémillard, Bruno, et al.. (2023). Tests of independence and randomness for arbitrary data using copula-based covariances. Journal of Multivariate Analysis. 201. 105273–105273. 1 indexed citations
5.
Rémillard, Bruno, et al.. (2023). A stochastic analysis of a SIQR epidemic model with short and long-term prophylaxis. Communications in Nonlinear Science and Numerical Simulation. 127. 107523–107523. 2 indexed citations
6.
Rémillard, Bruno & Jean Vaillancourt. (2013). On signed measure valued solutions of stochastic evolution equations. Stochastic Processes and their Applications. 124(1). 101–122. 3 indexed citations
7.
Rémillard, Bruno, et al.. (2012). Copula-based semiparametric models for multivariate time series. Journal of Multivariate Analysis. 110. 30–42. 45 indexed citations
8.
Renaud, Jean‐François & Bruno Rémillard. (2009). Malliavin Calculus and Clark-Ocone Formula for Functionals of a Square-Integrable Lévy Process. Les Cahiers du GERAD. 1–28. 1 indexed citations
9.
Rémillard, Bruno, et al.. (2009). Optimal Hedging in Discrete and Continuous Time. Les Cahiers du GERAD. 1–38. 1 indexed citations
10.
Gentil, Ivan & Bruno Rémillard. (2008). Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations. Advances in Applied Probability. 40(2). 454–472. 1 indexed citations
11.
Rémillard, Bruno, Christian Genest, & David Beaudoin. (2006). Omnibus Goodness-of-Fit Tests for Copulas: A Review and a Power Study. Les Cahiers du GERAD. 1–43. 27 indexed citations
12.
Rémillard, Bruno, Debbie J. Dupuis, Nicolas Papageorgiou, & Éric Jacquier. (2006). Empirical Study of Dependence of Credit Default Data and Equity Prices. Les Cahiers du GERAD. 1–20. 1 indexed citations
13.
Rémillard, Bruno & Christian Genest. (2005). Validity of the Parametric Bootstrap for Goodness-of-Fit Testing in Semiparametric Models. Les Cahiers du GERAD. 1–42. 14 indexed citations
14.
Rémillard, Bruno, et al.. (2005). Credit Migration and Derivatives Pricing Using Copulas. Les Cahiers du GERAD. 1–32. 2 indexed citations
15.
Genest, Christian, Jean‐François Quessy, & Bruno Rémillard. (2005). Local efficiency of a Cramér–von Mises test of independence. Journal of Multivariate Analysis. 97(1). 274–294. 31 indexed citations
16.
Gauthier, Geneviève, et al.. (2004). Pricing Variance Options in a GARCH Setting. Les Cahiers du GERAD. 1–32. 5 indexed citations
17.
Rémillard, Bruno, Christian Genest, & Jean‐François Quessy. (2003). Goodness-of-fit Procedures for Copula Models Based on the Integral Probability Transformation. Les Cahiers du GERAD. 1–34. 33 indexed citations
18.
Rémillard, Bruno & Christian Genest. (2002). Empirical Rank Processes for Detecting Dependence. Les Cahiers du GERAD. 1–40. 1 indexed citations
19.
Ghoudi, Kilani, Reg Kulperger, & Bruno Rémillard. (2001). A Nonparametric Test of Serial Independence for Time Series and Residuals. Journal of Multivariate Analysis. 79(2). 191–218. 51 indexed citations
20.
Barbe, Philippe, Christian Genest, Kilani Ghoudi, & Bruno Rémillard. (1996). On Kendall's Process. Journal of Multivariate Analysis. 58(2). 197–229. 112 indexed citations

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.

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