World's Best Scientists 2026 revealed!
Christian Gourieroux

Christian Gourieroux

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Economics and Finance
France
2026

D-Index & Metrics

Economics and Finance

D-Index
62
Citations
18802
World Ranking
740
National Ranking
16

Mathematics

D-Index
62
Citations
18127
World Ranking
468
National Ranking
23

Christian Gourieroux publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Christian Gourieroux sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 82 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 385 publications — 93rd percentile

93% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Christian Gourieroux D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Christian Gourieroux sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 137 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 62 D-Index — 87th percentile

87% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in France Leader Award
  • 2025 - Research.com Economics and Finance in France Leader Award
  • 2024 - Research.com Economics and Finance in France Leader Award
  • 2023 - Research.com Economics and Finance in France Leader Award
  • 2022 - Research.com Economics and Finance in France Leader Award
  • 1986 - Fellows of the Econometric Society

Overview

Christian Gourieroux is affiliated with the Toulouse School of Economics in France. Their research spans the fields of economics, econometrics, and finance, with significant contributions to mathematics as well. They have produced a substantial body of work focusing on several subfields, including economics and econometrics, finance, statistics and probability, general economics, econometrics and finance, and modeling and simulation.

The scientist has addressed a variety of topics in their research, prominently including financial risk and volatility modeling, complex systems and time series analysis, monetary policy and economic impact, COVID-19 epidemiological studies, statistical methods and inference, market dynamics and volatility, and credit risk and financial regulations.

Christian Gourieroux has published in multiple venues, with frequent appearances in these journals and repositories:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • Journal of Time Series Analysis
  • Journal of Econometrics
  • Journal of Forecasting

Among their recent papers are:

  • Forecast performance and bubble analysis in noncausal MAR(1, 1) processes, 2020, Journal of Forecasting
  • Stationary bubble equilibria in rational expectation models, 2020, Journal of Econometrics
  • SIR Model with Stochastic Transmission, 2020, SSRN Electronic Journal
  • Inference for Noisy Long Run Component Process, 2020, Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)
  • Disastrous Defaults, 2020, European Finance Review

Collaborative work has involved several frequent coauthors, including:

  • Joann Jasiak
  • Alain Monfort
  • Yang Lu
  • Antoine Djogbenou
  • Jean-Paul Renne

Christian Gourieroux was recognized as a Fellow of the Econometric Society in 1986. This award reflects their standing within the academic community.

Best Publications

  • PSEUDO MAXIMUM LIKELIHOOD METHODS: THEORY

    Christian Gourieroux;Alain Monfort;Alain Trognon

  • Simulation-based econometric methods

    Christian Gourieroux;Alain Monfort

  • Pseudo Maximum Likelihood Methods: Applications to Poisson Models

    Christian Gourieroux;Alain Monfort;Alain Trognon

  • Statistics and Econometric Models

    Christian Gourieroux;Alain Monfort

  • ARCH Models and Financial Applications

    Christian Gourieroux

  • Likelihood ration test, Wald test and Kuhn-Tucker test in linear-models with inequality constraints on the regression parameters Likelihood Ratio Test, Wald Test and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters

    Christian Gourieroux;Alberto Holly;Alain Monfort

  • Sensitivity Analysis of Values at Risk

    Christian Gourieroux;Jean-Paul Laurent;Olivier Scaillet

  • Statistics and econometric models

    Christian Gourieroux;Alain Monfort;Quang Vuong

  • The Wishart Autoregressive process of multivariate stochastic volatility

    C. Gourieroux;J. Jasiak;R. Sufana

  • Time series and dynamic models

    Christian Gourieroux;Alain Monfort;Giampiero Gallo

  • Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment

    Georges Dionne;Christian Gouriéroux;Charles Vanasse

  • Simulation-based inference: a survey with special reference to panel data models

    Christian Gourieroux;Alain Monfort

  • Econometrics of Qualitative Dependent Variables

    Christian Gourieroux

  • Mean‐Variance Hedging and Numéraire

    Christian Gourieroux;Jean Paul Laurent;Huyên Pham

  • Autoregressive gamma processes

    Christian Gourieroux;Joann Jasiak;Joann Jasiak

  • Qualitative threshold ARCH models

    Christian Gourieroux;Alain Monfort

  • Stochastic volatility duration models

    Eric Ghysels;Christian Gouriéroux;Joann Jasiak

  • Financial Econometrics: Problems, Models, and Methods

    Christian Gourieroux;Joann Jasiak

  • Intra-day market activity

    Christian Gouriéroux;Joanna Jasiak;Gaëlle Le Fol

  • Continuous Time Wishart Process for Stochastic Risk

    C. Gourieroux

  • Econometrics of Qualitative Dependent Variables

    Christian Gourieroux;Paul B. Klassen

Frequent Co-Authors

Alain Monfort
Alain Monfort École Nationale de la Statistique et de l'Administration Économique
Olivier Scaillet
Olivier Scaillet University of Geneva
Eric Renault
Eric Renault University of Warwick
Jean-Michel Zakoian
Jean-Michel Zakoian École Nationale de la Statistique et de l'Administration Économique
Jean-Jacques Laffont
Jean-Jacques Laffont University of Southern California
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill
Georges Dionne
Georges Dionne HEC Montréal
Peter Christoffersen
Peter Christoffersen University of Toronto
Sébastien Laurent
Sébastien Laurent Aix-Marseille University
Peter C. B. Phillips
Peter C. B. Phillips Yale University

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