Gaëlle Le Fol

505 citations
18 papers · 310 indexed · h-index 8
Topics
Financial Markets and Investment Strategies (9 papers)Financial Risk and Volatility Modeling (9 papers)Complex Systems and Time Series Analysis (7 papers)
Partner nations
FranceIrelandAustralia

In The Last Decade

Gaëlle Le Fol

17 papers receiving 282 citations

Peers

Gaëlle Le Fol
Comparison fields: 5 of 34
  • Finance 257
  • Economics and Econometrics 168
  • General Economics, Econometrics and Finance 75
  • Management Science and Operations Research 67
  • Accounting 40
Replace Cornelis A. Los with:
Cornelis A. Los United States
Nicolas Papageorgiou Canada
Antoine Frachot France
Andrew J. Patton United States
Wan‐Jiun Paul Chiou United States
Simone Farinelli Italy
Sonia Benito Muela Spain
Junye Li China
Geetesh Bhardwaj United States
Burak Saltoğlu Türkiye
Gaëlle Le Fol relative to Cornelis A. Los United States Cornelis A. Los's profile →
Citations per field
00.5×
Cornelis A. Los · 1×
Citations per year

Countries citing papers authored by Gaëlle Le Fol

Since Specialization
Citations

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

Fields of papers citing papers by Gaëlle Le Fol

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Gaëlle Le Fol. 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 Gaëlle Le Fol. The network helps show where Gaëlle Le Fol may publish in the future.

Co-authorship network of co-authors of Gaëlle Le Fol

This figure shows the co-authorship network connecting the top 25 collaborators of Gaëlle Le Fol. A scholar is included among the top collaborators of Gaëlle Le Fol 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 Gaëlle Le Fol. Gaëlle Le Fol is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

18 of 18 papers shown
#WorkIndexed citations
1 1
2 20
3 24
4 1
5 24
6 1
7 3
8 3
9 10
10 4
11 3
12
Taking into account extreme events in European option pricing
3
13 29
14 60
15 15
16 103
17 5
18 1

About Gaëlle Le Fol

Gaëlle Le Fol is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 18 papers that have together received 310 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (9 papers), Financial Risk and Volatility Modeling (9 papers) and Complex Systems and Time Series Analysis (7 papers). The work is most often cited by research in Finance (257 citations), General Economics, Econometrics and Finance (75 citations) and Economics and Econometrics (168 citations). Gaëlle Le Fol has collaborated with scholars based in France, Ireland and Australia. Frequent co-authors include Serge Darolles, Christian Gouriéroux, Joanna Jasiak, Jędrzej Białkowski, Caroline Jardet, Vladimir Borgy, Yang Lu, Julien Idier, Alain Monfort and Fulvio Pegoraro. Their work appears in journals such as Journal of Econometrics, Journal of Banking & Finance and Journal of Multivariate Analysis.

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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