Thierry Ané

855 citations
16 papers · 560 · h-index 11

Impact in

  • Finance top 2%
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Market Dynamics and Volatility
    • Complex Systems and Time Series Analysis

Papers in

    • Financial Risk and Volatility Modeling 13
    • Financial Markets and Investment Strategies 3
    • Stochastic processes and financial applications 3
    • Market Dynamics and Volatility 10
    • Complex Systems and Time Series Analysis 8

Thierry Ané

16 papers receiving 514 citations

Peers

Thierry Ané
Comparison fields: 5 of 55
  • Finance 480
  • Economics and Econometrics 409
  • General Economics, Econometrics and Finance 80
  • Management Science and Operations Research 72
  • Statistics and Probability 23
Replace Borus Jungbacker with:
Borus Jungbacker Netherlands
Denis Pelletier United States
Rogier Quaedvlieg Netherlands
Roel C. A. Oomen United Kingdom
Francesco Audrino Switzerland
Ioannis D. Vrontos Greece
Serge Darolles France
Andrew J. Patton United States
Edoardo Otranto Italy
Nicolas Papageorgiou Canada
Thierry Ané relative to Borus Jungbacker Netherlands Borus Jungbacker's profile →
Citations per field
00.5×1.5×
Borus Jungbacker · 1×
Citations per year

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-authors

The 2 scholars most cited alongside Thierry Ané, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Thierry Ané Line = papers co-authored together Thierry Ané links everyone, so they are left out of the graph.

All Works

16 of 16 papers shown
#Work
1 2000258
2 2003116
3 200635
4 200727
5 200526
6 200520
7 200617
8 200415
9 200112
10
Jump Distribution Characteristics: Evidence from European Stock Markets
201011
11 199910
12 20087
13 20062
14 20012
15 20111
16 20091

About Thierry Ané

Thierry Ané is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Condensed Matter Physics and Management Science and Operations Research, having authored 16 papers that have together received 560 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (13 papers), Market Dynamics and Volatility (10 papers), Complex Systems and Time Series Analysis (8 papers), Monetary Policy and Economic Impact (6 papers), Financial Markets and Investment Strategies (3 papers), Stochastic processes and financial applications (3 papers), Hydrology and Drought Analysis (1 paper) and Theoretical and Computational Physics (1 paper). The work is most often cited by research in Finance (480 citations), Economics and Econometrics (409 citations), General Economics, Econometrics and Finance (80 citations), Management Science and Operations Research (72 citations) and Statistics and Probability (23 citations). Thierry Ané has collaborated with scholars based in France, Tunisia and Belgium. Frequent co-authors include Hélyette Geman and Loredana Ureche‐Rangau. Their work appears in journals such as Journal of International Financial Markets Institutions and Money, International Journal of Theoretical and Applied Finance, International Review of Financial Analysis, Computational Statistics & Data Analysis and International Review of Economics & Finance.

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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