Éric Jacquier
- Finance top 0.2%
- Financial Markets and Investment Strategies 15
- Financial Risk and Volatility Modeling 14
- Stochastic processes and financial applications 13
- Credit Risk and Financial Regulations 4
- Banking stability, regulation, efficiency 4
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- Monetary Policy and Economic Impact 10
- Economics and Econometrics top 0.5%
- Market Dynamics and Volatility 7
- Statistics and Probability top 1%
- Demography top 2%
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- Financial Distress and Bankruptcy Prediction 4
- Co-authors
- Peter E. RossiNicholas G. PolsonAlan J. MarcusRobert A. JarrowAlex KaneÉric GhyselsMark KritzmanGeorge K. Chow
- Journals
- Journal of Business and Economic Statistics (5 papers)Financial Analysts Journal (3 papers)Journal of Econometrics (3 papers)
- Partner nations
- CanadaUnited StatesTürkiye
In The Last Decade
Éric Jacquier
30 papers receiving 2.5k citations
Hit Papers
Peers
Comparison fields: 5 of 79
- Finance 2.0k
- General Economics, Econometrics and Finance 840
- Economics and Econometrics 1.4k
- Statistics and Probability 298
- Demography 241
Countries citing papers authored by Éric Jacquier
This map shows the geographic impact of Éric Jacquier'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 Éric Jacquier with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Éric Jacquier more than expected).
Fields of papers citing papers by Éric Jacquier
This network shows the impact of papers produced by Éric Jacquier. 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 Éric Jacquier. The network helps show where Éric Jacquier may publish in the future.
Co-authorship network
The 19 scholars most cited alongside Éric Jacquier, 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 | 2012 | 4 | |
| 2 | Empirical Study of Dependence of Credit Default Data and Equity Prices | 2006 | 1 |
| 3 | 2006 | 9 | |
| 4 | 2006 | 43 | |
| 5 | Credit Migration and Derivatives Pricing Using Copulas | 2005 | 2 |
| 6 | Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk | 2005 | 5 |
| 7 | Geometric or Arithmetic Mean: A Reconsideration | 2004 | 6 |
| 8 | 2004 | 30 | |
| 9 | 2003 | 69 | |
| 10 | FORTHCOMING: FINANCIAL ANALYSTS JOURNAL | 2003 | 0 |
| 11 | 2002 | 3 | |
| 12 | Bayesian Analysis of Stochastic Volatility Modelsbreakdown → | 2002 | 815 |
| 13 | Asset Allocation Models and Market Volatility | 2001 | 3 |
| 14 | 2001 | 26 | |
| 15 | 2000 | 55 | |
| 16 | Dynamic Evaluation of Contingent Claim Models (An Analysis of Model Error) | 1999 | 3 |
| 17 | 1999 | 84 | |
| 18 | Model Error in Contingent Claim Models (Dynamic Evaluation) | 1998 | 1 |
| 19 | 1994 | 307 | |
| 20 | 1994 | 425 |
About Éric Jacquier
Éric Jacquier is a scholar working on Finance, General Economics, Econometrics and Finance and Accounting, having authored 32 papers that have together received 2.6k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (15 papers), Financial Risk and Volatility Modeling (14 papers), Stochastic processes and financial applications (13 papers), Monetary Policy and Economic Impact (10 papers), Market Dynamics and Volatility (7 papers), Credit Risk and Financial Regulations (4 papers), Financial Distress and Bankruptcy Prediction (4 papers) and Banking stability, regulation, efficiency (4 papers). The work is most often cited by research in Finance (2.0k citations), General Economics, Econometrics and Finance (840 citations) and Economics and Econometrics (1.4k citations). Éric Jacquier has collaborated with scholars based in Canada, United States and Türkiye. Frequent co-authors include Peter E. Rossi, Nicholas G. Polson, Alan J. Marcus, Robert A. Jarrow, Alex Kane, Éric Ghysels, Mark Kritzman, George K. Chow, Nicholas Polson and Michael Johannes. Their work appears in journals such as Journal of Business and Economic Statistics, Financial Analysts Journal, Journal of Econometrics, Journal of Financial Econometrics and Journal of Empirical Finance.
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.