Éric Renault
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
-
- Monetary Policy and Economic Impact
Papers in
- Finance 62
- Financial Risk and Volatility Modeling 48
- Stochastic processes and financial applications 41
- Financial Markets and Investment Strategies 23
- Capital Investment and Risk Analysis 7
-
- Market Dynamics and Volatility 14
- Complex Systems and Time Series Analysis 13
- Co-authors
- Christian Gouriéroux (11 shared papers)Fabienne Comte (4 shared papers)Alain Monfort (6 shared papers)Éric Ghysels (4 shared papers)Andrew Harvey (1 shared paper)René García (12 shared papers)Nizar Touzi (5 shared papers)Jean‐Marie Dufour (1 shared paper)
- Journals
- Journal of Econometrics (19 papers)Econometric Theory (5 papers)Econometric Reviews (4 papers)Journal of Financial Econometrics (4 papers)Journal of Business and Economic Statistics (4 papers)
- Partner nations
- United StatesFranceCanada
In The Last Decade
Éric Renault
93 papers receiving 4.6k citations
Éric Renault's Hit Papers
Peers
Comparison fields: 5 of 120
- Finance 3.3k
- General Economics, Econometrics and Finance 1.4k
- Statistics and Probability 817
- Economics and Econometrics 2.7k
- Management Science and Operations Research 297
Countries citing papers authored by Éric Renault
This map shows the geographic impact of Éric Renault's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Éric Renault with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Éric Renault more than expected).
Fields of papers citing papers by Éric Renault
This network shows the impact of papers produced by Éric Renault. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Éric Renault. The network helps show where Éric Renault may publish in the future.
Co-authors
The 25 scholars most cited alongside Éric Renault, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 99 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 5 Stochastic volatility Hit paper breakdown → | 1996 | 833 |
| 2 | Indirect inference Hit paper breakdown → | 1993 | 822 |
| 3 | Long memory in continuous‐time stochastic volatility models Hit paper breakdown → | 1998 | 521 |
| 4 | 1987 | 241 | |
| 5 | 1998 | 201 | |
| 6 | 1996 | 175 | |
| 7 | 2007 | 170 | |
| 8 | 1996 | 161 | |
| 9 | 2005 | 95 | |
| 10 | 1997 | 94 | |
| 11 | 2007 | 92 | |
| 12 | 2003 | 91 | |
| 13 | 2010 | 86 | |
| 14 | 2006 | 84 | |
| 15 | 2006 | 68 | |
| 16 | 2000 | 59 | |
| 17 | 2010 | 57 | |
| 18 | 2013 | 56 | |
| 19 | 2009 | 51 | |
| 20 | 2003 | 48 |
About Éric Renault
Éric Renault is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability and Management Science and Operations Research, having authored 99 papers that have together received 5.0k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (48 papers), Stochastic processes and financial applications (41 papers), Monetary Policy and Economic Impact (36 papers), Financial Markets and Investment Strategies (23 papers), Statistical Methods and Inference (21 papers), Market Dynamics and Volatility (14 papers), Complex Systems and Time Series Analysis (13 papers) and Capital Investment and Risk Analysis (7 papers). The work is most often cited by research in Finance (3.3k citations), General Economics, Econometrics and Finance (1.4k citations), Statistics and Probability (817 citations), Economics and Econometrics (2.7k citations) and Management Science and Operations Research (297 citations). Éric Renault has collaborated with scholars based in United States, France and Canada. Frequent co-authors include Christian Gouriéroux, Fabienne Comte, Alain Monfort, Éric Ghysels, Andrew Harvey, René García, Nizar Touzi, Jean‐Marie Dufour, Jean‐Pierre Florens and Alain Trognon. Their work appears in journals such as Journal of Econometrics, Econometric Theory, Econometric Reviews, Journal of Financial Econometrics and Journal of Business and Economic Statistics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.