Dominique Guégan

3.0k citations
132 papers · 1.5k indexed · h-index 22
Topics
Financial Risk and Volatility Modeling (58 papers)Complex Systems and Time Series Analysis (44 papers)Market Dynamics and Volatility (41 papers)

In The Last Decade

Dominique Guégan

121 papers receiving 1.4k citations

Peers

Dominique Guégan
Comparison fields: 5 of 105
  • Economics and Econometrics 803
  • Finance 742
  • General Economics, Econometrics and Finance 269
  • Accounting 183
  • Artificial Intelligence 181
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Citations per year

Countries citing papers authored by Dominique Guégan

Since Specialization
Citations

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

Fields of papers citing papers by Dominique Guégan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Dominique Guégan

This figure shows the co-authorship network connecting the top 25 collaborators of Dominique Guégan. A scholar is included among the top collaborators of Dominique Guégan 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 Dominique Guégan. Dominique Guégan 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
#WorkIndexed citations
1 22
2 1
3
Public Blockchain versus Private blockchain
12
4
Operational risk : A Basel II++ step before Basel III
2
5
Extreme values of random or chaotic discretization steps and connected networks
4
6
Which is the Best Model for the US Inflation Rate: A Structural Change Model or a Long Memory Process?
1
7
Breaks or Long Memory Behaviour: An empirical Investigation
2
8
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro
1
9
GDP nowcasting with ragged-edge data : A semi-parametric modelling
1
10
New Prospects on Vines
1
11
Fractional seasonality: Models and Application to Economic Activity in the Euro Area
3
12 44
13
Regime switching models : real or spurious long memory ?
1
14
A prospective study of the k-factor Gegenbauer processes with heteroscedastic errors and an application to inflation rates
11
15
Modelization and Nonparametric estimation for a dynamical system with noise
0
16
Long Memory Behavior for Simulated Chaotic Time Series
1
17
A New Model: The k-Factor GIGARCH Process
20
18
A personal overview of non-linear time series analysis from a chaos perspective. Commentary
30
19
Detecting non linearity a review
1
20
A note on the estimation of the parameters of the diagonal bilinear model by the method of least squares
17

About Dominique Guégan

Dominique Guégan is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 132 papers that have together received 1.5k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (58 papers), Complex Systems and Time Series Analysis (44 papers) and Market Dynamics and Volatility (41 papers). The work is most often cited by research in Finance (742 citations), General Economics, Econometrics and Finance (269 citations) and Economics and Econometrics (803 citations). Dominique Guégan has collaborated with scholars based in France, Italy and United Kingdom. Frequent co-authors include Bertrand K. Hassani, Peter Martey Addo, Sophie A. Ladoucette, Thomas Renault, Laurent Ferrara, Sanvi Avouyi‐Dovi, Florian Ielpo, Monica Billio, Jinlong Zhang and Lanouar Charfeddine. Their work appears in journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and International Journal for Numerical Methods in Engineering.

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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