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Sébastien Laurent

Sébastien Laurent

D-Index & Metrics

Economics and Finance

D-Index
33
Citations
10144
World Ranking
3177
National Ranking
83

Overview

Sébastien Laurent is affiliated with Aix-Marseille University in France and has contributed to research across multiple scientific disciplines, primarily in economics, econometrics, finance, and biochemistry, genetics, and molecular biology. Their work reflects an interdisciplinary approach bridging quantitative financial analysis and molecular biology.

Laurent's notable papers include:

  • "Direct Detection of miR-122 in Hepatotoxicity Using Dynamic Chemical Labeling Overcomes Stability and isomiR Challenges," 2020, Analytical Chemistry
  • "Volatility estimation and jump detection for drift-diffusion processes," 2020, Journal of Econometrics
  • "Quasi score-driven models," 2022, Journal of Econometrics
  • "RNA processing machineries in Archaea: the 5'-3' exoribonuclease aRNase J of the β-CASP family is engaged specifically with the helicase ASH-Ski2 and the 3'-5' exoribonucleolytic RNA exosome machinery," 2020, Nucleic Acids Research
  • "DNA-binding mechanism and evolution of replication protein A," 2023, Nature Communications

The scientist collaborates frequently with several co-authors, including Didier Flament, Shuping Shi, Christian Francq, Béatrice Clouet-d'Orval, and Francisco Blasques.

Publication venues where Laurent's work appears most often include:

  • Journal of Econometrics
  • SSRN Electronic Journal
  • arXiv (Cornell University)
  • Toxicologic Pathology
  • Études françaises de renseignement et de cyber

The main fields of study covered by Laurent's publications are:

  • Economics, Econometrics and Finance
  • Biochemistry, Genetics and Molecular Biology

Within these broader fields, the subfields of study include:

  • Molecular Biology
  • Finance
  • Economics and Econometrics
  • Genetics
  • Artificial Intelligence

The primary topics addressed in Laurent's research entail:

  • Financial Risk and Volatility Modeling
  • Financial Markets and Investment Strategies
  • Bacterial Genetics and Biotechnology
  • Market Dynamics and Volatility
  • Monetary Policy and Economic Impact
  • DNA Repair Mechanisms
  • Enzyme Structure and Function

Best Publications

  • Multivariate GARCH models: a survey

    Luc Bauwens;Sébastien Laurent;Jeroen V. K. Rombouts

  • Modelling daily value-at-risk using realized volatility and arch type models

    Pierre Giot;Pierre Giot;Sébastien Laurent;Sébastien Laurent

  • Value-at-risk for long and short trading positions

    Pierre Giot;Pierre Giot;Sébastien Laurent;Sébastien Laurent;Sébastien Laurent

  • A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models

    Luc Bauwens;Sébastien Laurent

  • Market risk in commodity markets: a VaR approach

    Pierre Giot;Sébastien Laurent

  • Jumps, cojumps and macro announcements

    Jerome Lahaye;Sebastien Laurent;Christopher J. Neely

  • A mixture of Bose and Fermi superfluids

    I. Ferrier-Barbut;M. Delehaye;S. Laurent;A. T. Grier

  • Modelling financial time series using GARCH-type models with a skewed student distribution for the innovations

    Philippe Lambert;Sébastien Laurent

  • Multivariate GARCH Models: A Survey

    Luc Bauwens;Sébastien Laurent;J. V. K. Rombouts

  • On the Forecasting Accuracy of Multivariate GARCH Models

    Sébastien Laurent;Sébastien Laurent;Jeroen V. K. Rombouts;Jeroen V. K. Rombouts;Francesco Violante;Francesco Violante

  • Trading activity, realized volatility and jumps

    Pierre Giot;Pierre Giot;Sébastien Laurent;Sébastien Laurent;Mikael Petitjean;Mikael Petitjean

  • Robust estimation of intraweek periodicity in volatility and jump detection

    Kris Boudt;Christophe Croux;Sabéastien Laurent

  • G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models

    Sébastien Laurent;Jean–Philippe Peters

  • Handbook of Volatility Models and Their Applications

    Luc Bauwens;Christian M. Hafner;Sebastien Laurent

  • Estimating and forecasting ARCH models using G@RCH 6

    Sébastien Laurent

  • Central Bank intervention and exchange rate volatility: its continuous and jump components

    Michel Beine;Jerome Lahaye;Sebastien Laurent;Christopher J. Neely

  • On loss functions and ranking forecasting performances of multivariate volatility models

    Sébastien Laurent;Sébastien Laurent;Jeroen V.K. Rombouts;Francesco Violante;Francesco Violante

  • A New Class of Multivariate skew Densities, with Application to GARCH Models

    Luc Bauwens;Sébastien Laurent

  • Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates

    Michel Beine;Sébastien Laurent;Christelle Lecourt

  • Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis

    Michel Beine;Sébastien Laurent;Christelle Lecourt

  • Handbook of Volatility Models and Their Applications: Bauwens/Handbook of Volatility Models and Their Applications

    Luc Bauwens;Christian Hafner;Sebastien Laurent

Frequent Co-Authors

Michel Beine
Michel Beine University of Luxembourg
Christopher J. Neely
Christopher J. Neely Federal Reserve Bank of St. Louis
Luc Bauwens
Luc Bauwens Université Catholique de Louvain
Christophe Salomon
Christophe Salomon École Normale Supérieure
Asger Lunde
Asger Lunde Copenhagen Economics
Bertrand Candelon
Bertrand Candelon Université Catholique de Louvain
Frédéric Docquier
Frédéric Docquier Luxembourg Institute of Socio-Economic Research (LISER)
Jon Danielsson
Jon Danielsson London School of Economics and Political Science
Christian Gourieroux
Christian Gourieroux Toulouse School of Economics
Jean-Michel Gérard
Jean-Michel Gérard Grenoble Alpes University

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