Michel Terraza

1.0k total citations
36 papers, 674 citations indexed

About

Michel Terraza is a scholar working on Economics and Econometrics, Finance and Sociology and Political Science. According to data from OpenAlex, Michel Terraza has authored 36 papers receiving a total of 674 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Economics and Econometrics, 11 papers in Finance and 8 papers in Sociology and Political Science. Recurrent topics in Michel Terraza's work include Financial Risk and Volatility Modeling (10 papers), Complex Systems and Time Series Analysis (8 papers) and Market Dynamics and Volatility (7 papers). Michel Terraza is often cited by papers focused on Financial Risk and Volatility Modeling (10 papers), Complex Systems and Time Series Analysis (8 papers) and Market Dynamics and Volatility (7 papers). Michel Terraza collaborates with scholars based in France, United States and Greece. Michel Terraza's co-authors include Walter C. Labys, Jeff B.Cromwell, Catherine Kyrtsou, Darryl J. Downing, Stéphane Mussard, Jules Sadefo Kamdem, Eugène Kouassi, Olivier Darné, P. Codine and Anne Péguin-Feissolle and has published in prestigious journals such as SHILAP Revista de lepidopterología, Technometrics and Resources Policy.

In The Last Decade

Michel Terraza

33 papers receiving 591 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Michel Terraza France 12 336 154 124 104 92 36 674
Bernhard Pfaff 5 258 0.8× 105 0.7× 124 1.0× 34 0.3× 92 1.0× 10 595
Mark Salmon United Kingdom 16 519 1.5× 393 2.6× 288 2.3× 31 0.3× 121 1.3× 60 935
Alberto Holly Switzerland 11 538 1.6× 195 1.3× 166 1.3× 73 0.7× 100 1.1× 26 946
Alfred Hamerle Germany 14 237 0.7× 238 1.5× 54 0.4× 126 1.2× 66 0.7× 64 743
Ana Beatriz Galvão United Kingdom 16 824 2.5× 360 2.3× 705 5.7× 127 1.2× 217 2.4× 49 1.3k
Jeff B.Cromwell United States 6 99 0.3× 50 0.3× 37 0.3× 61 0.6× 22 0.2× 7 328
Kerry Patterson United Kingdom 12 542 1.6× 176 1.1× 374 3.0× 39 0.4× 67 0.7× 34 879
Ruud H. Koning Netherlands 19 664 2.0× 83 0.5× 25 0.2× 339 3.3× 57 0.6× 73 1.2k
Félix Chan Australia 14 774 2.3× 594 3.9× 409 3.3× 156 1.5× 119 1.3× 72 1.2k
Horst Zank United Kingdom 15 450 1.3× 106 0.7× 14 0.1× 87 0.8× 313 3.4× 30 892

Countries citing papers authored by Michel Terraza

Since Specialization
Citations

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

Fields of papers citing papers by Michel Terraza

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Michel Terraza

This figure shows the co-authorship network connecting the top 25 collaborators of Michel Terraza. A scholar is included among the top collaborators of Michel Terraza 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 Michel Terraza. Michel Terraza 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.
Terraza, Michel, et al.. (2018). Time-Frequency Analysis of CAPM: Application to the CAC 40. SHILAP Revista de lepidopterología. 141–157. 3 indexed citations
2.
Mussard, Stéphane, et al.. (2013). The (α, β)-multi-level α-Gini decomposition with an illustration to income inequality in France in 2005. Economic Modelling. 35. 944–963. 7 indexed citations
3.
Kamdem, Jules Sadefo, et al.. (2013). CAPM with fuzzy returns and hypothesis testing. Insurance Mathematics and Economics. 55. 40–57. 7 indexed citations
4.
Terraza, Michel, et al.. (2011). Onto Exchange Rate's Short Run Impact on Oil Prices Dynamics: An OPEC Members' perspective. Economics bulletin. 31(2). 1163–1171. 1 indexed citations
5.
Mussard, Stéphane & Michel Terraza. (2009). Décompositions des mesures d'inégalité : le cas des coefficients de Gini et d'entropie. Recherches économiques de Louvain. Vol. 75(2). 151–181. 3 indexed citations
6.
Terraza, Michel, et al.. (2008). Analyse des séries temporelles Ed. 2. Dunod eBooks. 1 indexed citations
7.
Kyrtsou, Catherine & Michel Terraza. (2008). Seasonal Mackey-Glass-Garch Process and Short-Term Dynamics. SSRN Electronic Journal. 3 indexed citations
8.
Kyrtsou, Catherine & Michel Terraza. (2007). It is Possible to Study Chaotic and Arch Behaviour Jointly? Application of a Noisy Mackey-Glass Equation With Heteroskedastic Errors to the Paris Stock Exchange Returns Series. SSRN Electronic Journal. 3 indexed citations
9.
Mussard, Stéphane, et al.. (2006). La décomposition de l’indicateur de Gini en sous-groupes : une revue de la littérature. RePEc: Research Papers in Economics.
10.
Mussard, Stéphane, et al.. (2005). EXTENSIONS OF DAGUM’S GINI DECOMPOSITION. RePEc: Research Papers in Economics. 8 indexed citations
11.
Mussard, Stéphane, et al.. (2005). Évolution des inégalités salariales en France entre 1976 et 2000 : une étude par la décomposition de l'indicateur de Gini. Économie & prévision. n° 169-170-171(3). 139–169. 1 indexed citations
12.
Kyrtsou, Catherine, Walter C. Labys, & Michel Terraza. (2004). Noisy chaotic dynamics in commodity markets. Empirical Economics. 29(3). 32 indexed citations
13.
Kyrtsou, Catherine & Michel Terraza. (2003). Stochastic Chaos or ARCH Effects in Stock Series? A Comparative Study. SSRN Electronic Journal. 5 indexed citations
14.
Mussard, Stéphane, et al.. (2003). Decomposition of Gini and the generalized entropy inequality measures. Economics bulletin. 4(7). 1–6. 57 indexed citations
15.
Darné, Olivier, Javier Litago, & Michel Terraza. (2002). Tests de racines unitaires saisonnières pour des données journalières. French digital mathematics library (Numdam). 50(2). 71–91. 3 indexed citations
16.
Kyrtsou, Catherine & Michel Terraza. (2002). Stochastic chaos or ARCH effects in stock series?. International Review of Financial Analysis. 11(4). 407–431. 30 indexed citations
17.
Terraza, Michel, et al.. (1999). Metal prices and the business cycle. Resources Policy. 25(4). 229–238. 72 indexed citations
18.
B.Cromwell, Jeff, Walter C. Labys, & Michel Terraza. (1994). Univariate Tests for Time Series Models. 64 indexed citations
19.
Codine, P., et al.. (1993). L'équilibre postural de l'hémiplégique par accident vasculaire cérébral: méthodologie d'évaluation et étude corrélative. Annals of Physical and Rehabilitation Medicine. 36(3). 169–177. 17 indexed citations
20.
Terraza, Michel, et al.. (1983). Essai d’extrapolation des distributions de salaires français. Économie appliquée. 36(2). 535–561.

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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