Christian Francq

4.3k total citations
91 papers, 2.5k citations indexed

About

Christian Francq is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Christian Francq has authored 91 papers receiving a total of 2.5k indexed citations (citations by other indexed papers that have themselves been cited), including 81 papers in Finance, 46 papers in Economics and Econometrics and 41 papers in General Economics, Econometrics and Finance. Recurrent topics in Christian Francq's work include Financial Risk and Volatility Modeling (80 papers), Monetary Policy and Economic Impact (41 papers) and Market Dynamics and Volatility (35 papers). Christian Francq is often cited by papers focused on Financial Risk and Volatility Modeling (80 papers), Monetary Policy and Economic Impact (41 papers) and Market Dynamics and Volatility (35 papers). Christian Francq collaborates with scholars based in France, Ireland and United States. Christian Francq's co-authors include Jean‐Michel Zakoïan, Roch Roy, Ali Ahmad, Lajos Horváth, Michel Roussignol, Michel Carbon, Lanh Tat Tran, Genaro Sucarrat, Olivier Wintenberger and Alain Berlinet and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics.

In The Last Decade

Christian Francq

88 papers receiving 2.4k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Christian Francq France 26 2.0k 1.3k 923 892 200 91 2.5k
Shiqing Ling Hong Kong 26 2.5k 1.2× 1.8k 1.4× 1.3k 1.4× 903 1.0× 120 0.6× 85 3.1k
Jean‐Michel Zakoïan France 25 3.3k 1.6× 2.7k 2.1× 1.5k 1.6× 708 0.8× 122 0.6× 70 4.0k
Stefan Mittnik Germany 26 2.1k 1.0× 1.8k 1.4× 865 0.9× 339 0.4× 154 0.8× 105 2.9k
Liudas Giraitis United Kingdom 25 1.7k 0.9× 1.3k 1.0× 492 0.5× 591 0.7× 176 0.9× 84 2.4k
Liang Peng United States 27 1.7k 0.8× 740 0.6× 481 0.5× 1.2k 1.3× 219 1.1× 166 2.6k
Anders Rahbek Denmark 21 1.1k 0.5× 1.1k 0.8× 1.0k 1.1× 448 0.5× 102 0.5× 76 1.8k
Jiti Gao Australia 25 777 0.4× 885 0.7× 538 0.6× 1.3k 1.5× 277 1.4× 176 2.4k
Brendan McCabe United Kingdom 23 764 0.4× 750 0.6× 682 0.7× 571 0.6× 138 0.7× 65 1.6k
M. Ivette Gomes Portugal 23 1.5k 0.7× 372 0.3× 501 0.5× 910 1.0× 73 0.4× 134 1.8k
Remigijus Leipus Lithuania 20 1.1k 0.5× 769 0.6× 251 0.3× 350 0.4× 124 0.6× 89 1.5k

Countries citing papers authored by Christian Francq

Since Specialization
Citations

This map shows the geographic impact of Christian Francq'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 Christian Francq with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Christian Francq more than expected).

Fields of papers citing papers by Christian Francq

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Christian Francq. 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 Christian Francq. The network helps show where Christian Francq may publish in the future.

Co-authorship network of co-authors of Christian Francq

This figure shows the co-authorship network connecting the top 25 collaborators of Christian Francq. A scholar is included among the top collaborators of Christian Francq 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 Christian Francq. Christian Francq 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.
Francq, Christian, et al.. (2023). INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT. Econometric Theory. 40(6). 1422–1455. 1 indexed citations
2.
Francq, Christian & Jean‐Michel Zakoïan. (2023). Optimal estimating function for weak location‐scale dynamic models. Journal of Time Series Analysis. 44(5-6). 533–555. 1 indexed citations
3.
Blasques, Francisco, Christian Francq, & Sébastien Laurent. (2023). Autoregressive conditional betas. Journal of Econometrics. 238(2). 105630–105630. 2 indexed citations
4.
Dubreucq, Julien, I. Amado, É. Fakra, et al.. (2021). Cognitive remediation and professional insertion of people with schizophrenia: RemedRehab, a randomized controlled trial. European Psychiatry. 64(1). e31–e31. 2 indexed citations
5.
Francq, Christian & Jean‐Michel Zakoïan. (2021). Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models. Bernoulli. 28(1). 3 indexed citations
6.
Francq, Christian & Jean‐Michel Zakoïan. (2020). Testing the existence of moments for GARCH processes. Journal of Econometrics. 227(1). 47–64. 9 indexed citations
7.
Francq, Christian, et al.. (2020). COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS. Econometric Theory. 37(2). 248–280. 26 indexed citations
8.
Francq, Christian & Jean‐Michel Zakoïan. (2019). Virtual Historical Simulation for estimating the conditional VaR of\n large portfolios. arXiv (Cornell University). 9 indexed citations
9.
Francq, Christian, M.D. Jiménez–Gamero, & Simos G. Meintanis. (2015). Tests for sphericity in multivariate garch models. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 3 indexed citations
10.
Francq, Christian & Jean‐Michel Zakoïan. (2014). Estimating multivariate GARCH and stochastic correlation models equation by equation. MPRA Paper. 2 indexed citations
11.
Francq, Christian & Jean‐Michel Zakoïan. (2013). Estimating the Marginal Law of a Time Series With Applications to Heavy-Tailed Distributions. Journal of Business and Economic Statistics. 31(4). 412–425. 14 indexed citations
12.
Francq, Christian & Jean‐Michel Zakoïan. (2012). Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models. Econometrica. 80(2). 821–861. 55 indexed citations
13.
Francq, Christian & Jean‐Michel Zakoïan. (2011). QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS. Econometric Theory. 28(1). 179–206. 47 indexed citations
14.
Francq, Christian & Jean‐Michel Zakoïan. (2010). Inconsistency of the MLE and inference based on weighted LS for LARCH models. Journal of Econometrics. 159(1). 151–165. 19 indexed citations
15.
Francq, Christian & Jean‐Michel Zakoïan. (2010). QML estimation of a class of multivariate GARCH models without moment conditions on the observed process. Munich Personal RePEc Archive (Munich University). 6 indexed citations
16.
Francq, Christian & Jean‐Michel Zakoïan. (2010). Strict stationarity testing and estimation of explosive ARCH models. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 4 indexed citations
17.
Francq, Christian & Jean‐Michel Zakoïan. (2007). Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero. Stochastic Processes and their Applications. 117(9). 1265–1284. 48 indexed citations
18.
Francq, Christian & Lanh Tat Tran. (2002). Nonparametric estimation of density, regression and dependence coefficients. Journal of nonparametric statistics. 14(6). 729–747. 4 indexed citations
19.
Francq, Christian. (1999). Arma models with bilinear innovations. Communications in Statistics Stochastic Models. 15(1). 29–52. 7 indexed citations
20.
Berlinet, Alain & Christian Francq. (1990). Stationnarité et identification d'un processus bilinéaire strictement superdiagonal. SPIRE - Sciences Po Institutional REpository. 15(1). 1–24. 5 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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2026