Thierry Ané

855 total citations
16 papers, 560 citations indexed

About

Thierry Ané is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Thierry Ané has authored 16 papers receiving a total of 560 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 15 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Thierry Ané's work include Financial Risk and Volatility Modeling (13 papers), Market Dynamics and Volatility (10 papers) and Complex Systems and Time Series Analysis (8 papers). Thierry Ané is often cited by papers focused on Financial Risk and Volatility Modeling (13 papers), Market Dynamics and Volatility (10 papers) and Complex Systems and Time Series Analysis (8 papers). Thierry Ané collaborates with scholars based in France, Tunisia and Belgium. Thierry Ané's co-authors include Hélyette Geman and Loredana Ureche‐Rangau and has published in prestigious journals such as The Journal of Finance, The Journal of Business and Computational Statistics & Data Analysis.

In The Last Decade

Thierry Ané

16 papers receiving 514 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Thierry Ané France	11	480	409	80	72	30	16	560
Burak Saltoğlu Türkiye	11	312 0.7×	290 0.7×	132 1.6×	59 0.8×	12 0.4×	23	449
Lars Stentoft Canada	12	539 1.1×	283 0.7×	94 1.2×	83 1.2×	90 3.0×	66	638
Denis Pelletier United States	8	429 0.9×	417 1.0×	199 2.5×	64 0.9×	25 0.8×	21	623
Borus Jungbacker Netherlands	6	469 1.0×	460 1.1×	187 2.3×	59 0.8×	15 0.5×	8	608
Rogier Quaedvlieg Netherlands	10	471 1.0×	454 1.1×	161 2.0×	130 1.8×	14 0.5×	23	602
Tie Su United States	8	514 1.1×	248 0.6×	68 0.8×	61 0.8×	29 1.0×	21	567
Edoardo Otranto Italy	13	356 0.7×	467 1.1×	154 1.9×	40 0.6×	11 0.4×	40	579
Roel C. A. Oomen United Kingdom	14	619 1.3×	523 1.3×	182 2.3×	59 0.8×	8 0.3×	41	757
Dobrislav Dobrev United States	9	640 1.3×	534 1.3×	194 2.4×	66 0.9×	12 0.4×	21	735
Stewart D. Hodges United Kingdom	14	444 0.9×	266 0.7×	79 1.0×	71 1.0×	33 1.1×	43	581

Countries citing papers authored by Thierry Ané

Since Specialization

Citations

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

Fields of papers citing papers by Thierry Ané

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Thierry Ané

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

All Works

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16 of 16 papers shown

Ané, Thierry, et al.. (2011). Are Jumps Contagious? An Empirical Investigation of Jumps Transmission Mechanisms in the Nasdaq Sector Indexes. Vol. 32(1). 11–41. 1 indexed citations

Ané, Thierry, et al.. (2010). Jump Distribution Characteristics: Evidence from European Stock Markets. International journal of business and economics. 9(1). 1–22. 11 indexed citations

Ané, Thierry, et al.. (2009). The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects. International Review of Financial Analysis. 18(3). 134–150. 1 indexed citations

Ané, Thierry, et al.. (2008). Time-varying conditional dependence in Chinese stock markets. Applied Financial Economics. 18(11). 895–916. 7 indexed citations

Ané, Thierry, et al.. (2007). Robust outlier detection for Asia–Pacific stock index returns. Journal of International Financial Markets Institutions and Money. 18(4). 326–343. 27 indexed citations

Ané, Thierry. (2006). TWO-COMPONENT EXTREME VALUE DISTRIBUTION FOR ASIA-PACIFIC STOCK INDEX RETURNS. International Journal of Theoretical and Applied Finance. 9(5). 643–671. 2 indexed citations

Ané, Thierry & Loredana Ureche‐Rangau. (2006). Does trading volume really explain stock returns volatility?. Journal of International Financial Markets Institutions and Money. 18(3). 216–235. 35 indexed citations

Ané, Thierry. (2006). Short and long term components of volatility in Hong Kong stock returns. Applied Financial Economics. 16(6). 439–460. 17 indexed citations

Ané, Thierry & Loredana Ureche‐Rangau. (2005). Stock market dynamics in a regime-switching asymmetric power GARCH model. International Review of Financial Analysis. 15(2). 109–129. 20 indexed citations

10.

Ané, Thierry. (2005). An analysis of the flexibility of Asymmetric Power GARCH models. Computational Statistics & Data Analysis. 51(2). 1293–1311. 26 indexed citations

11.

Ané, Thierry, et al.. (2004). Spillover effects and conditional dependence. International Review of Economics & Finance. 15(4). 417–442. 15 indexed citations

12.

Ané, Thierry, et al.. (2003). Dependence Structure and Risk Measure*. The Journal of Business. 76(3). 411–438. 116 indexed citations

13.

Ané, Thierry, et al.. (2001). UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS. International Journal of Theoretical and Applied Finance. 4(3). 467–489. 2 indexed citations

14.

Ané, Thierry, et al.. (2001). Implied volatility surfaces and market activity over time. Journal of Economics and Finance. 25(3). 259–275. 12 indexed citations

15.

Ané, Thierry & Hélyette Geman. (2000). Order Flow, Transaction Clock, and Normality of Asset Returns. The Journal of Finance. 55(5). 2259–2284. 258 indexed citations

16.

Ané, Thierry & Hélyette Geman. (1999). Stochastic volatility and transaction time: an activity-based volatility estimator. The Journal of Risk. 2(1). 57–69. 10 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.

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