Éric Jacquier

33 papers and 2.5k indexed citations i.

About

Éric Jacquier has authored 33 papers that have received a total of 2.5k indexed citations. This includes 30 papers in Finance, 12 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (18 papers), Financial Markets and Investment Strategies (15 papers) and Stochastic processes and financial applications (12 papers). Éric Jacquier is often cited by papers focused on Financial Risk and Volatility Modeling (18 papers), Financial Markets and Investment Strategies (15 papers) and Stochastic processes and financial applications (12 papers) and collaborates with scholars based in United States, Canada and Türkiye. Éric Jacquier's co-authors include Peter E. Rossi, Nicholas G. Polson, Bruno Rémillard, Robert A. Jarrow and Cédric Okou and has published in prestigious journals such as Journal of Econometrics, Journal of Business and Economic Statistics and Computational Statistics & Data Analysis

In The Last Decade

Rankless by CCL
2025