Philippe Soulier

1.5k total citations
60 papers, 778 citations indexed

About

Philippe Soulier is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Philippe Soulier has authored 60 papers receiving a total of 778 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Finance, 15 papers in Economics and Econometrics and 14 papers in Statistics and Probability. Recurrent topics in Philippe Soulier's work include Financial Risk and Volatility Modeling (31 papers), Stochastic processes and financial applications (15 papers) and Complex Systems and Time Series Analysis (15 papers). Philippe Soulier is often cited by papers focused on Financial Risk and Volatility Modeling (31 papers), Stochastic processes and financial applications (15 papers) and Complex Systems and Time Series Analysis (15 papers). Philippe Soulier collaborates with scholars based in France, United States and Canada. Philippe Soulier's co-authors include Éric Moulines, Clifford M. Hurvich, Rafał Kulik, Randal Douc, Pierre Priouret, Gabriel Lang, Patrice Bertail, François Roueff, Anne‐Laure Fougères and Jean‐Marc Bardet and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and Econometrica.

In The Last Decade

Philippe Soulier

49 papers receiving 728 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Philippe Soulier France	14	517	310	218	134	131	60	778
Ashkan Nikeghbali Switzerland	17	560 1.1×	254 0.8×	175 0.8×	211 1.6×	64 0.5×	55	1.0k
Robert Fox United States	6	611 1.2×	476 1.5×	179 0.8×	81 0.6×	58 0.4×	13	828
Raoul LePage United States	11	307 0.6×	134 0.4×	332 1.5×	150 1.1×	132 1.0×	25	844
Olivier Wintenberger France	13	340 0.7×	174 0.6×	192 0.9×	56 0.4×	80 0.6×	38	474
Arup Bose India	15	224 0.4×	169 0.5×	559 2.6×	209 1.6×	123 0.9×	127	969
Michael Falk Germany	18	603 1.2×	165 0.5×	582 2.7×	64 0.5×	201 1.5×	92	1.2k
Nakahiro Yoshida Japan	23	1.3k 2.6×	297 1.0×	659 3.0×	267 2.0×	175 1.3×	72	1.6k
Alexander Lindner Germany	15	453 0.9×	162 0.5×	152 0.7×	138 1.0×	35 0.3×	47	657
Filip Lindskog Sweden	14	547 1.1×	216 0.7×	208 1.0×	87 0.6×	71 0.5×	32	819
Andrey Feuerverger Canada	16	501 1.0×	198 0.6×	541 2.5×	28 0.2×	208 1.6×	34	1.1k

Countries citing papers authored by Philippe Soulier

Since Specialization

Citations

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

Fields of papers citing papers by Philippe Soulier

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Philippe Soulier

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Soulier, Philippe. (2020). The tail process and tail measure of continuous time regularly varying\n stochastic processes. arXiv (Cornell University). 10 indexed citations

Kulik, Rafał, et al.. (2019). Statistical inference for heavy tailed series with extremal independence. Extremes. 23(1). 1–33. 1 indexed citations

Soulier, Philippe, et al.. (2018). The tail process revisited. Extremes. 21(4). 551–579. 16 indexed citations

Douc, Randal, Éric Moulines, Pierre Priouret, & Philippe Soulier. (2018). Markov Chains. SPIRE - Sciences Po Institutional REpository. 84 indexed citations

Dombry, Clément, Enkelejd Hashorva, & Philippe Soulier. (2018). Tail measure and spectral tail process of regularly varying time series. The Annals of Applied Probability. 28(6). 15 indexed citations

Soulier, Philippe, et al.. (2017). Parameter Estimation of a Two-Colored Urn Model Class. The International Journal of Biostatistics. 13(1).

Basrak, Bojan, et al.. (2016). An invariance principle for sums and record times of regularly varying\n stationary sequences. arXiv (Cornell University). 13 indexed citations

Soulier, Philippe, et al.. (2015). The diameter of an elliptical cloud. Electronic Journal of Probability. 20(none). 3 indexed citations

Kulik, Rafał, Philippe Soulier, & Olivier Wintenberger. (2015). The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. arXiv (Cornell University). 8 indexed citations

10.

Roueff, François, Gennady Samorodnitsky, & Philippe Soulier. (2012). Function-indexed empirical processes based on an infinite source Poisson transmission stream. Bernoulli. 18(3). 2 indexed citations

11.

Soulier, Philippe. (2010). Le rapport de fouille archéologique : réglementation, conservation, diffusion. SPIRE - Sciences Po Institutional REpository. 1 indexed citations

12.

Kulik, Rafał & Philippe Soulier. (2010). The tail empirical process for long memory stochastic volatility sequences. Stochastic Processes and their Applications. 121(1). 109–134. 23 indexed citations

13.

Fougères, Anne‐Laure & Philippe Soulier. (2008). Modeling and estimation of conditional excesses. arXiv (Cornell University). 1 indexed citations

14.

Faÿ, Gilles, François Roueff, & Philippe Soulier. (2007). Estimation of the memory parameter of the infinite-source Poisson process. Bernoulli. 13(2). 13 indexed citations

15.

Soulier, Philippe. (2003). André Leroi-Gourhan (25 août 1911–19 février 1986). OpenEdition (OpenEdition). 8. 1 indexed citations

16.

Hurvich, Clifford M., Éric Moulines, & Philippe Soulier. (2002). The FEXP estimator for potentially non-stationary linear time series. Stochastic Processes and their Applications. 97(2). 307–340. 26 indexed citations

17.

Faÿ, Gilles & Philippe Soulier. (2001). The periodogram of an i.i.d. sequence. Stochastic Processes and their Applications. 92(2). 315–343. 11 indexed citations

18.

Soulier, Philippe. (1998). Maurice Merleau-Ponty, Notes de cours sur L'origine de la géométrie de Husserl. Suivi de Recherches sur la phénoménologie de Merleau-Ponty (dir. R. Barbaras). 60(1). 116–118.

19.

Soulier, Philippe. (1996). Pierre Bayle, La foi dans le doute. 51(1). 103–104. 4 indexed citations

20.

Soulier, Philippe, et al.. (1983). Val-d'Oise. Saint-Ouen-l'Aumône : l'abbaye cistercienne de Maubuisson. Persée (Ministère de lEnseignement supérieur et de la Recherche). 1 indexed citations

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.

Explore authors with similar magnitude of impact