Éric Renault
Impact in
- Finance top 0.1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Statistics and Probability top 0.5%
- Advanced Causal Inference Techniques
- Statistical Methods and Inference
- Markov Chains and Monte Carlo Methods
Papers in
- Finance 49
- Stochastic processes and financial applications 33
- Financial Risk and Volatility Modeling 26
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- Advanced Causal Inference Techniques 14
- Advanced Statistical Methods and Models 13
- Statistical Methods and Inference 12
- Co-authors
- Fabienne Comte (5 shared papers)Christian Gouriéroux (10 shared papers)Alain Monfort (8 shared papers)Éric Ghysels (3 shared papers)Andrew C. Harvey (1 shared paper)Jean‐Marie Dufour (4 shared papers)René García (9 shared papers)Nizar Touzi (5 shared papers)
- Journals
- Journal of Econometrics (23 papers)Econometric Theory (5 papers)Econometric Reviews (4 papers)Econometrica (4 papers)Journal of Financial Econometrics (3 papers)
- Partner nations
- United StatesCanadaFrance
In The Last Decade
Éric Renault
84 papers receiving 4.1k citations
Éric Renault's Hit Papers
Peers
Comparison fields: 5 of 90
- Finance 2.6k
- Statistics and Probability 859
- General Economics, Econometrics and Finance 397
- Economics and Econometrics 830
- Management Science and Operations Research 211
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 87 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 5 Stochastic volatility Hit paper breakdown → | 1996 | 734 |
| 2 | 1993 | 698 | |
| 3 | 1998 | 462 | |
| 4 | 1987 | 213 | |
| 5 | 1998 | 185 | |
| 6 | 2007 | 159 | |
| 7 | 1996 | 142 | |
| 8 | 1996 | 136 | |
| 9 | 2003 | 113 | |
| 10 | 2010 | 98 | |
| 11 | 2005 | 90 | |
| 12 | Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization | 2007 | 77 |
| 13 | 1997 | 72 | |
| 14 | 2006 | 70 | |
| 15 | 2003 | 65 | |
| 16 | 2007 | 64 | |
| 17 | 2006 | 56 | |
| 18 | 2013 | 50 | |
| 19 | 2000 | 48 | |
| 20 | 2010 | 43 |
About Éric Renault
Éric Renault is a scholar working on Finance, Statistics and Probability, Economics and Econometrics, General Economics, Econometrics and Finance and Applied Mathematics, having authored 87 papers that have together received 4.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (33 papers), Financial Risk and Volatility Modeling (26 papers), Advanced Causal Inference Techniques (14 papers), Advanced Statistical Methods and Models (13 papers), Monetary Policy and Economic Impact (12 papers), Statistical Methods and Inference (12 papers), Economic theories and models (11 papers) and Statistical and numerical algorithms (11 papers). The work is most often cited by research in Finance (2.6k citations), Statistics and Probability (859 citations), General Economics, Econometrics and Finance (397 citations), Economics and Econometrics (830 citations) and Management Science and Operations Research (211 citations). Éric Renault has collaborated with scholars based in United States, Canada and France. Frequent co-authors include Fabienne Comte, Christian Gouriéroux, Alain Monfort, Éric Ghysels, Andrew C. Harvey, Jean‐Marie Dufour, René García, Nizar Touzi, Jean‐Pierre Florens and Marine Carrasco. Their work appears in journals such as Journal of Econometrics, Econometric Theory, Econometric Reviews, Econometrica and Journal of Financial Econometrics.
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.