Jean-François Richard

Finance · 2000–2011

A researcher in the Science corpus: 8 papers; trusts 8 researchers and is trusted by 86 researchers here, as inferred from the citation graph.

Subfields

• Finance — 19 citations into it; #994 of 10,518 by trust here, #2,604 by citations
• Economics and Econometrics — 17 citations into it; #1,953 of 23,481 by trust here, #2,289 by citations
• Statistics and Probability — 7 citations into it; #2,773 of 12,932 by trust here, #5,481 by citations

Whom Jean-François Richard trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Roman Liesenfeld
2. Daniel McFadden
3. Michael K. Pitt
4. Luc Bauwens
5. N. Shephard
6. Omar Alejandro Aguilar
7. Nikolaus Hautsch
8. Matthew West
9. Steven R. Lerman
10. Ariel Pakes

Who trusts Jean-François Richard overall

1. Manabu Asai
2. Siddhartha Chib
3. Roman Liesenfeld
4. Maria Pacurar
5. Jun Yu
6. S. J. Koopman
7. Yasuhiro Omori
8. Gregor Kastner
9. Luc Bauwens
10. Perry Sadorsky

Papers from Jean-François Richard's perspective

Ordered by how strongly the researchers Jean-François Richard trusts endorse each paper. Same corpus, a different order for every researcher.

1. Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics
2. Efficient high-dimensional importance sampling
3. Methods of Reducing Sample Size in Monte Carlo Computations
4. Monte Carlo Statistical Methods
5. Monte Carlo Methods
6. Testing the assumptions behind importance sampling
7. A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
8. On the Use of Simulated Frequencies to Approximate Choice Probabilities
9. Simulation and the Asymptotics of Optimization Estimators
10. Stochastic Conditional Intensity Processes

Their papers

• Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics (2003) — 288 citations
• Economic Development, Legality and the Transplant Effect (2003) — 915 citations
• Methods of Numerical Integration (2000) — 1,651 citations
• Efficient high-dimensional importance sampling (2007) — 273 citations
• Bayesian Inference in Dynamic Econometric Models (2000) — 535 citations
• Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (2006) — 93 citations
• Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (2011) — 53 citations
• The Transplant Effect (2003) — 333 citations