World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
33
Citations
9514
World Ranking
3179
National Ranking
84

Mathematics

D-Index
34
Citations
9527
World Ranking
2845
National Ranking
170

Jean-Michel Zakoian 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 Jean-Michel Zakoian 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: 124 publications — 23rd percentile

23% of scientists in this discipline score the same or lower.

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

Jean-Michel Zakoian 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 Jean-Michel Zakoian 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: 34 D-Index — 21st percentile

21% of scientists in this discipline score the same or lower.

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

Overview

Jean-Michel Zakoian is affiliated with the École Nationale de la Statistique et de l'Administration Économique in France. Their research primarily falls within the field of Economics, Econometrics and Finance, with a focus on subfields including Finance, Economics and Econometrics, General Economics, Statistics and Probability, and Demography.

Their work addresses several main topics, such as:

  • Financial Risk and Volatility Modeling
  • Monetary Policy and Economic Impact
  • Market Dynamics and Volatility
  • Complex Systems and Time Series Analysis
  • Statistical Methods and Inference
  • Stochastic Processes and Financial Applications
  • Insurance, Mortality, Demography, Risk Management

Jean-Michel Zakoian's recent papers include:

  • Testing the existence of moments for GARCH processes, 2020, Journal of Econometrics
  • LOCAL ASYMPTOTIC NORMALITY OF GENERAL CONDITIONALLY HETEROSKEDASTIC AND SCORE-DRIVEN TIME-SERIES MODELS, 2022, Econometric Theory
  • INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT, 2023, Econometric Theory
  • Inference on dynamic systemic risk measures, 2024, Journal of Econometrics
  • Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models, 2021, Bernoulli

The prominent publication venues where their work has appeared include:

  • Scandinavian Journal of Statistics
  • Journal of Econometrics
  • Econometric Theory
  • Bernoulli
  • Journal of Time Series Analysis

Frequent co-authors in their research activities are:

  • Christian Francq
  • Markus Bibinger
  • Małgorzata Würzburg
  • David Bogdan
  • Jelena Bolin

Best Publications

  • Threshold heteroskedastic models

    Jean-Michel Zakoian

  • GARCH Models: Structure, Statistical Inference and Financial Applications

    Christian Francq;Jean-Michel Zakoian

  • Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes

    Christian Francq;Jean-Michel Zakoïan

  • Threshold arch models and asymmetries in volatility

    R. Rabemananjara;J. M. Zakoian

  • Stationarity of multivariate Markov–switching ARMA models

    C. Francq;J.-M. Zakoı̈an

  • GARCH Models

    Unknown

  • Diagnostic Checking in ARMA Models With Uncorrelated Errors

    Christian Francq;Roch Roy;Jean-Michel Zakoïan

  • Testing for continuous-time models of the short-term interest rate

    Laurence Broze;Laurence Broze;Olivier Scaillet;Jean-Michel Zakoïan

  • Conditional Heteroskedasticity Driven by Hidden Markov Chains

    Christian Francq;Michel Roussignol;Jean-Michel Zakoian

  • Estimating linear representations of nonlinear processes

    Christian Francq;Jean-Michel Zakoïan

  • Merits and Drawbacks of Variance Targeting in GARCH Models

    Christian Francq;Lajos Horváth;Jean-Michel Zakoïan

  • MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS

    Christian Francq;Jean-Michel Zakoïan

  • Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero

    Christian Francq;Jean-Michel Zakoian

  • Strict Stationarity Testing and Estimation of Explosive and Stationary Generalized Autoregressive Conditional Heteroscedasticity Models

    Christian Francq;Jean‐Michel Zakoïan

  • Local explosion modelling by non‐causal process

    Christian Gouriéroux;Jean-Michel Zakoïan

  • GARCH models without positivity constraints: Exponential or log GARCH?

    Christian Francq;Olivier Wintenberger;Jean-Michel Zakoïan

  • Contemporaneous asymmetry in GARCH processes

    Mohamed El Babsiri;Jean-Michel Zakoian

  • QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES

    Laurence Broze;Olivier Scaillet;Jean-Michel Zakoïan

  • Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes

    Tawfik Hamadeh;Jean-Michel Zakoïan

  • QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS

    Christian Francq;Jean-Michel Zakoïan

  • Local Explosion Modelling by Noncausal Process

    Christian Gourieroux;Jean-Michel Zakoian

Frequent Co-Authors

Christian Gourieroux
Christian Gourieroux Toulouse School of Economics
Olivier Scaillet
Olivier Scaillet University of Geneva
Lajos Horváth
Lajos Horváth University of Utah
Alain Monfort
Alain Monfort École Nationale de la Statistique et de l'Administration Économique
Shiqing Ling
Shiqing Ling Hong Kong University of Science and Technology
Siem Jan Koopman
Siem Jan Koopman Vrije Universiteit Amsterdam
Gary Koop
Gary Koop University of Strathclyde
Monica Billio
Monica Billio Ca Foscari University of Venice
Herman K. van Dijk
Herman K. van Dijk Erasmus University Rotterdam
Cathy W. S. Chen
Cathy W. S. Chen Feng Chia University

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