Marine Carrasco
- Finance top 1%
- Economics and Econometrics top 2%
- General Economics, Econometrics and Finance top 1%
- Statistics and Probability top 1%
- Management Science and Operations Research top 5%
- Co-authors
- Xiaohong ChenJean‐Pierre FlorensMélika Ben SalemÉric GhyselsMikhail ChernovLars Peter HansenBarbara RossiWerner Ploberger
- Topics
- Statistical Methods and Inference (18 papers)Monetary Policy and Economic Impact (16 papers)Financial Risk and Volatility Modeling (14 papers)
- Partner nations
- CanadaUnited StatesFrance
In The Last Decade
Marine Carrasco
36 papers receiving 1.2k citations
Peers
Comparison fields: 5 of 82
- Finance 706
- Economics and Econometrics 517
- General Economics, Econometrics and Finance 495
- Statistics and Probability 424
- Management Science and Operations Research 126
Countries citing papers authored by Marine Carrasco
This map shows the geographic impact of Marine Carrasco'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 Marine Carrasco with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marine Carrasco more than expected).
Fields of papers citing papers by Marine Carrasco
This network shows the impact of papers produced by Marine Carrasco. 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 Marine Carrasco. The network helps show where Marine Carrasco may publish in the future.
Co-authorship network of co-authors of Marine Carrasco
This figure shows the co-authorship network connecting the top 25 collaborators of Marine Carrasco. A scholar is included among the top collaborators of Marine Carrasco 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 Marine Carrasco. Marine Carrasco is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 0 | |
| 3 | Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity Using Regularized Jackknife IV | 1 |
| 4 | 5 | |
| 5 | 26 | |
| 6 | 33 | |
| 7 | 16 | |
| 8 | 2 | |
| 9 | 3 | |
| 10 | 17 | |
| 11 | Shrinkage Realized Kernels | 1 |
| 12 | 28 | |
| 13 | Optimal Portfolio Selection using Regularization | 32 |
| 14 | 47 | |
| 15 | Nonlinearity and Temporal Dependence | 3 |
| 16 | Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression | 2 |
| 17 | Tests for Unit-Root Versus Threshold Specification with an Application to the Purchasing Power Parity Relationship | 0 |
| 18 | On the Asymptotic Efficiency of GMM | 5 |
| 19 | 35 | |
| 20 | Estimation of a Mixture via the Empirical Characteristic Function | 1 |
About Marine Carrasco
Marine Carrasco is a scholar working on Statistics and Probability, General Economics, Econometrics and Finance and Finance, having authored 39 papers that have together received 1.2k indexed citations. Recurring topics across this work include Statistical Methods and Inference (18 papers), Monetary Policy and Economic Impact (16 papers) and Financial Risk and Volatility Modeling (14 papers). The work is most often cited by research in Finance (706 citations), General Economics, Econometrics and Finance (495 citations) and Statistics and Probability (424 citations). Marine Carrasco has collaborated with scholars based in Canada, United States and France. Frequent co-authors include Xiaohong Chen, Jean‐Pierre Florens, Mélika Ben Salem, Éric Ghysels, Mikhail Chernov, Lars Peter Hansen, Barbara Rossi, Xiaohong Chen, Werner Ploberger and Frédérique Bec. Their work appears in journals such as Econometrica, Journal of Econometrics and Journal of Business and Economic Statistics.
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.