Sébastien Laurent
- Finance top 0.2%
- Economics and Econometrics top 0.2%
- General Economics, Econometrics and Finance top 0.5%
- Management Science and Operations Research top 2%
- Molecular Biology
- Co-authors
- Pierre GiotLuc BauwensMichel BeineChristopher J. NeelyJérôme LahayeJeroen V.K. RomboutsKris BoudtChristelle Lecourt
- Topics
- Financial Risk and Volatility Modeling (47 papers)Market Dynamics and Volatility (35 papers)Monetary Policy and Economic Impact (29 papers)
- Partner nations
- FranceBelgiumNetherlands
In The Last Decade
Sébastien Laurent
93 papers receiving 2.9k citations
Peers
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
Countries citing papers authored by Sébastien Laurent
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
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
| # | 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 |
About Sébastien Laurent
Sébastien Laurent is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 103 papers that have together received 3.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (47 papers), Market Dynamics and Volatility (35 papers) and Monetary Policy and Economic Impact (29 papers). The work is most often cited by research in Finance (2.4k citations), General Economics, Econometrics and Finance (1.1k citations) and Economics and Econometrics (2.3k citations). Sébastien Laurent has collaborated with scholars based in France, Belgium and Netherlands. Frequent 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. Their work appears in journals such as Nucleic Acids Research, Journal of Biological Chemistry and Nature Communications.
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.