2026 Sébastien Laurent: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	33	3177	2885	83	79	113	10144

Sébastien Laurent 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 Sébastien Laurent sits on this spectrum.

42 publications 521+

This scientist: 113 publications — 21st percentile

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

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

Sébastien Laurent 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 Sébastien Laurent sits on this spectrum.

30 D-Index 101+

This scientist: 33 D-Index — 16th percentile

16% of scientists in this discipline score the same or lower.

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

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

2937
Citations
Modelling daily value-at-risk using realized volatility and arch type models

Pierre Giot;Pierre Giot;Sébastien Laurent;Sébastien Laurent

634
Citations
Value-at-risk for long and short trading positions

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

567
Citations
A new class of multivariate skew densities, with application to generalized autoregressive conditional heteroscedasticity models

Luc Bauwens;Sébastien Laurent

446
Citations
Market risk in commodity markets: a VaR approach

Pierre Giot;Sébastien Laurent

393
Citations
Jumps, cojumps and macro announcements

Jerome Lahaye;Sebastien Laurent;Christopher J. Neely

371
Citations
A mixture of Bose and Fermi superfluids

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

337
Citations
Modelling financial time series using GARCH-type models with a skewed student distribution for the innovations

Philippe Lambert;Sébastien Laurent

335
Citations
Multivariate GARCH Models: A Survey

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

263
Citations
On the Forecasting Accuracy of Multivariate GARCH Models

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

262
Citations
Trading activity, realized volatility and jumps

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

231
Citations
Robust estimation of intraweek periodicity in volatility and jump detection

Kris Boudt;Christophe Croux;Sabéastien Laurent

225
Citations
G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models

Sébastien Laurent;Jean–Philippe Peters

195
Citations
Handbook of Volatility Models and Their Applications

Luc Bauwens;Christian M. Hafner;Sebastien Laurent

190
Citations
Estimating and forecasting ARCH models using G@RCH 6

Sébastien Laurent

178
Citations
Central Bank intervention and exchange rate volatility: its continuous and jump components

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

176
Citations
On loss functions and ranking forecasting performances of multivariate volatility models

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

167
Citations
A New Class of Multivariate skew Densities, with Application to GARCH Models

Luc Bauwens;Sébastien Laurent

166
Citations
Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates

Michel Beine;Sébastien Laurent;Christelle Lecourt

144
Citations
Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis

Michel Beine;Sébastien Laurent;Christelle Lecourt

137
Citations
Handbook of Volatility Models and Their Applications: Bauwens/Handbook of Volatility Models and Their Applications

Luc Bauwens;Christian Hafner;Sebastien Laurent

85
Citations

Frequent Co-Authors

Kris Boudt Ghent University

Michel Beine University of Luxembourg

Christopher J. Neely Federal Reserve Bank of St. Louis

Luc Bauwens Université Catholique de Louvain

Christophe Salomon École Normale Supérieure

Christophe Hurlin University of Orléans

Christian M. Hafner Université Catholique de Louvain

Christophe Croux EDHEC Business School

Bertrand Candelon Université Catholique de Louvain

Frédéric Docquier Luxembourg Institute of Socio-Economic Research (LISER)

External Links

Personal website of Sébastien Laurent Google Scholar page

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