Sébastien Laurent

6.8k total citations
103 papers, 3.1k citations indexed

About

Sébastien Laurent is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Sébastien Laurent has authored 103 papers receiving a total of 3.1k indexed citations (citations by other indexed papers that have themselves been cited), including 55 papers in Finance, 48 papers in Economics and Econometrics and 29 papers in General Economics, Econometrics and Finance. Recurrent topics in Sébastien Laurent's work include Financial Risk and Volatility Modeling (47 papers), Market Dynamics and Volatility (35 papers) and Monetary Policy and Economic Impact (29 papers). Sébastien Laurent is often cited by papers focused on Financial Risk and Volatility Modeling (47 papers), Market Dynamics and Volatility (35 papers) and Monetary Policy and Economic Impact (29 papers). Sébastien Laurent collaborates with scholars based in France, Belgium and Netherlands. Sébastien Laurent's co-authors include Pierre Giot, Luc Bauwens, Michel Beine, Christopher J. Neely, Jérôme Lahaye, Jeroen V.K. Rombouts, Kris Boudt, Christelle Lecourt, Christophe Croux and Philippe Lambert and has published in prestigious journals such as Nucleic Acids Research, Journal of Biological Chemistry and Nature Communications.

In The Last Decade

Sébastien Laurent

93 papers receiving 2.9k citations

Peers

Sébastien Laurent
Comparison fields: 5 of 135
  • Finance 2.4k
  • Economics and Econometrics 2.3k
  • General Economics, Econometrics and Finance 1.1k
  • Management Science and Operations Research 234
  • Molecular Biology 172
Replace Jeffrey R. Russell with:
Jeffrey R. Russell United States
Éric Renault United States
Carla Inclán United States
Herman K. van Dijk Netherlands
Asger Lunde Denmark
Stan Hurn Australia
Dennis W. Jansen United States
Monica Billio Italy
Kris Boudt Belgium
Nikolaus Hautsch Austria
Jeffrey R. Russell United States View profile →
Citations per field, relative to Sébastien Laurent
Sébastien Laurent · 1×
Citations per year, relative to Sébastien Laurent
Sébastien Laurent · 1×

Countries citing papers authored by Sébastien Laurent

Since Specialization
Citations

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

Fields of papers citing papers by Sébastien Laurent

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Sébastien Laurent

This figure shows the co-authorship network connecting the top 25 collaborators of Sébastien Laurent. A scholar is included among the top collaborators of Sébastien Laurent 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 Sébastien Laurent. Sébastien Laurent 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
# Work Indexed citations
1 3
2 5
3 2
4 5
5 1
6 10
7 6
8 3
9 18
10 14
11 6
12 53
13 19
14 10
15
Robust estimation of GARCH models
0
16
A New Class of Multivariate Skew Densities, with Application to GARCH Models
22
17
Long-Run Volatility Dependencies in Intraday Data and Mixture of Normal Distributions
1
18
L'absentéisme dans une institution hospitalière: les facteurs déterminants
1
19
Structural change and long memory in volatility: new evidence from daily exchange rates
25
20
Capital humain, emploi et revenus du travail: Belgique 1992
7

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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