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Olivier Scaillet

D-Index & Metrics

Discipline name D-Index World Ranking Current World Ranking National Ranking Current National Ranking Publications Citations
Economics and Finance 39 2404 2174 39 38 144 7800
Mathematics 35 2742 2452 47 45 135 6251

Olivier Scaillet publications per year

The chart shows the history of publications by Olivier Scaillet between 1994 and 2025, highlighting the no. of papers published in each year and offering an overview of the publication velocity of this scholar. Olivier Scaillet published across 32 years, from 1994 to 2025, averaging 5.3 papers a year. Output peaked at 11 publications in 2007. 14 of the 169 publications appeared in the last two years.

No. of publications
2 4 6 8 10
Bar chart. Horizontal axis: year, 1994 to 2025. Vertical axis: number of publications, 0 to 11. Peak 11 publications in 2007. 1994: 3 publications 1995: 1 publication 1996: 4 publications 1997: 6 publications 1998: 3 publications 1999: 6 publications 2000: 6 publications 2001: 2 publications 2002: 8 publications 2003: 9 publications 2004: 9 publications 2005: 10 publications 2006: 5 publications 2007: 11 publications 2008: 2 publications 2009: 8 publications 2010: 6 publications 2011: 4 publications 2012: 5 publications 2013: 0 publications 2014: 3 publications 2015: 4 publications 2016: 4 publications 2017: 3 publications 2018: 3 publications 2019: 3 publications 2020: 11 publications 2021: 8 publications 2022: 5 publications 2023: 3 publications 2024: 6 publications 2025: 8 publications
1994 2025

169 publications in total across all disciplines

View publications per year as a table
Olivier Scaillet: publications per year, 1994 to 2025
Year Publications
1994 3
1995 1
1996 4
1997 6
1998 3
1999 6
2000 6
2001 2
2002 8
2003 9
2004 9
2005 10
2006 5
2007 11
2008 2
2009 8
2010 6
2011 4
2012 5
2013 0
2014 3
2015 4
2016 4
2017 3
2018 3
2019 3
2020 11
2021 8
2022 5
2023 3
2024 6
2025 8
Total 169
Download as CSV

Olivier Scaillet publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Olivier Scaillet sits on this spectrum.

No. of scientists
25 50 75 100
Bar chart with 97 bars. Horizontal axis: publications, 42–46 to 521+. Vertical axis: number of scientists, 0 to 111. Most scientists, 111, have 137–141 publications. The last bar groups every scientist with 521 publications or more. The highlighted bar, 142–146 publications, is where this scientist sits. 42–46 publications: 1 scientist 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42–46 publications 521+

This scientist: 144 publications — 38th percentile

38% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

View publications distribution as a table
Number of Economics and Finance scientists by publication count, Research.com 2026 ranking edition. Based on 3,760 ranked scientists.
Publications Scientists This scientist
42–46 1
47–51 12
52–56 7
57–61 23
62–66 32
67–71 36
72–76 56
77–81 57
82–86 70
87–91 86
92–96 72
97–101 106
102–106 97
107–111 96
112–116 101
117–121 103
122–126 102
127–131 108
132–136 107
137–141 111
142–146 94 144
147–151 96
152–156 100
157–161 74
162–166 68
167–171 91
172–176 76
177–181 75
182–186 61
187–191 66
192–196 68
197–201 71
202–206 60
207–211 56
212–216 44
217–221 51
222–226 65
227–231 48
232–236 59
237–241 37
242–246 37
247–251 41
252–256 43
257–261 33
262–266 34
267–271 39
272–276 25
277–281 29
282–286 29
287–291 26
292–296 31
297–301 31
302–306 24
307–311 28
312–316 24
317–321 13
322–326 14
327–331 25
332–336 18
337–341 16
342–346 18
347–351 15
352–356 17
357–361 19
362–366 16
367–371 17
372–376 7
377–381 18
382–386 13
387–391 19
392–396 9
397–401 10
402–406 13
407–411 13
412–416 5
417–421 10
422–426 6
427–431 12
432–436 9
437–441 9
442–446 10
447–451 12
452–456 8
457–461 4
462–466 7
467–471 4
472–476 5
477–481 6
482–486 7
487–491 8
492–496 5
497–501 4
502–506 4
507–511 5
512–516 7
517–520 7
521+ 99
Download as CSV

Olivier Scaillet D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Olivier Scaillet sits on this spectrum.

No. of scientists
50 100 150
Bar chart with 72 bars. Horizontal axis: D-Index, 30 to 101+. Vertical axis: number of scientists, 0 to 178. Most scientists, 178, have 33 D-Index. The last bar groups every scientist with 101 D-Index or more. The highlighted bar, 39 D-Index, is where this scientist sits. 30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 39 D-Index — 38th percentile

38% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

View D-Index distribution as a table
Number of Economics and Finance scientists by D-index, Research.com 2026 ranking edition. Based on 3,760 ranked scientists.
D-Index Scientists This scientist
30 126
31 147
32 157
33 178
34 171
35 141
36 132
37 129
38 130
39 120 39
40 117
41 113
42 114
43 97
44 115
45 86
46 78
47 83
48 62
49 74
50 50
51 66
52 69
53 55
54 67
55 61
56 62
57 45
58 34
59 47
60 46
61 36
62 37
63 56
64 50
65 32
66 28
67 30
68 24
69 25
70 22
71 21
72 26
73 24
74 23
75 12
76 14
77 15
78 15
79 17
80 17
81 11
82 10
83 16
84 11
85 5
86 9
87 13
88 9
89 7
90 6
91 4
92 8
93 10
94 11
95 6
96 4
97 4
98 6
99 6
100 8
101+ 100
Download as CSV

Overview

Olivier Scaillet is affiliated with the University of Geneva in Switzerland and has contributed extensively to the field of Economics, Econometrics, and Finance through a variety of research publications.

Their research spans multiple subfields, including Finance, Economics and Econometrics, Management Science and Operations Research, General Economics, Econometrics and Finance, and Aerospace Engineering. The diversity of these areas highlights a broad engagement with both theoretical and applied aspects of economic and financial studies.

The main topics of their work cover important areas such as Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Monetary Policy and Economic Impact, Complex Systems and Time Series Analysis, Market Dynamics and Volatility, Stochastic Processes and Financial Applications, and Spatial and Panel Data Analysis.

Olivier Scaillet has published in various scholarly venues with repeated contributions to the SSRN Electronic Journal and arXiv (Cornell University). Other significant publication outlets include the Journal of Financial Economics, Management Science, and the Journal of Econometrics.

  • SSR Electronic Journal
  • arXiv (Cornell University)
  • Journal of Financial Economics
  • Management Science
  • Journal of Econometrics

The scientist has collaborated frequently with several coauthors, notably Patrick Gagliardini, Alain-Philippe Fortin, Gaetan Bakalli, Stéphane Guerrier, and Roberto Molinari, indicating active involvement in collaborative research networks.

  • Patrick Gagliardini
  • Alain-Philippe Fortin
  • Gaetan Bakalli
  • Stéphane Guerrier
  • Roberto Molinari

Recent papers by Olivier Scaillet demonstrate a focus on risk measurement, financial markets, and econometric methods. These include:

  • Nonparametric Estimation of Conditional Expected Shortfall, 2023, Assurances et gestion des risques
  • Eigenvalue Tests for the Number of Latent Factors in Short Panels, 2023, Journal of Financial Econometrics
  • Factors and Risk Premia in Individual International Stock Returns, 2021, Journal of Financial Economics
  • Skill, Scale, and Value Creation in the Mutual Fund Industry, 2021, The Journal of Finance
  • Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures, 2020, Management Science

The body of work reflects engagement with advanced financial risk and volatility modeling and the development and application of new econometric techniques to understand market dynamics and investment strategies.

Best Publications

  • False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas.

    Laurent Richard Barras;Olivier Scaillet;R. Wermers

  • Sensitivity Analysis of Values at Risk

    Christian Gourieroux;Jean-Paul Laurent;Olivier Scaillet

  • NONPARAMETRIC ESTIMATION AND SENSITIVITY ANALYSIS OF EXPECTED SHORTFALL

    Olivier Scaillet

  • Technical trading revisited: false discoveries, persistence tests, and transaction costs

    Pierre Georges Bajgrowicz;Olivier Scaillet

  • Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets

    Patrick Gagliardini;Elisa Ossola;Olivier Scaillet;Olivier Scaillet

  • NONPARAMETRIC ESTIMATION OF COPULAS FOR TIME SERIES

    Jean-David Fermanian;Olivier Scaillet

  • Nonparametric Estimation of Copulas for Time Series

    O. Scaillet;O. Scaillet;Jean-David Fermanian

  • Testing for equality between two copulas

    Bruno Rémillard;Olivier Scaillet

  • Density estimation using inverse and reciprocal inverse Gaussian kernels

    Olivier Scaillet

  • Jumps in High-Frequency Data: Spurious Detections, Dynamics, and News

    Pierre Georges Bajgrowicz;Olivier Scaillet;Adrien Treccani

  • The estimation of copulas : theory and practice

    Arthur Charpentier;Jean-David Fermanian;Olivier Scaillet

  • On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities

    Olivier Renault;Olivier Scaillet

  • High-Frequency Jump Analysis of the Bitcoin Market

    Olivier Scaillet;Adrien Treccani;Christopher Trevisan

  • Nonparametric Estimation of Conditional Expected Shortfall

    Olivier Scaillet

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

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

  • LINEAR-QUADRATIC JUMP-DIFFUSION MODELING

    Peng Cheng;Olivier Scaillet

  • Consistency of asymmetric kernel density estimators and smoothed histograms with application to income data

    Taoufik Bouezmarni;Olivier Scaillet

  • A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence

    Olivier Scaillet

  • Some Statistical Pitfalls in Copula Modeling for Financial Applications

    Jean-David Fermanian;Olivier Scaillet

  • Approximation and Calibration of Short-Term Implied Volatilities Under Jump-Diffusion Stochastic Volatility

    Alexey Medvedev;Olivier Scaillet

Frequent Co-Authors

Michel Denuit
Michel Denuit Université Catholique de Louvain
Christian Gourieroux
Christian Gourieroux Toulouse School of Economics
Jean-Michel Zakoian
Jean-Michel Zakoian École Nationale de la Statistique et de l'Administration Économique
Russ Wermers
Russ Wermers University of Maryland, College Park
Christophe Hurlin
Christophe Hurlin University of Orléans
Elvezio Ronchetti
Elvezio Ronchetti University of Geneva
Jens Perch Nielsen
Jens Perch Nielsen City, University of London
Ariane Szafarz
Ariane Szafarz Université Libre de Bruxelles
Oliver Linton
Oliver Linton University of Cambridge
Naser El-Sheimy
Naser El-Sheimy University of Calgary

External Links

Personal website of Olivier Scaillet Google Scholar page

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Kris Boudt

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Duke University

Publications: 17

Christian Genest

Christian Genest

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Jianqing Fan

Jianqing Fan

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Didier Sornette

Didier Sornette

ETH Zurich

Publications: 16

Wolfgang Karl Härdle

Wolfgang Karl Härdle

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Publications: 15

Thanasis Stengos

Thanasis Stengos

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Publications: 15

Casper G. de Vries

Casper G. de Vries

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Publications: 13

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Publications: 13

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