Statistics
Publications
69
Citations
5.6K
H-Index
32
Active since
1987
Éric Renault is an author at University of North Carolina at Chapel Hill specializing in economics, financial economics, and econometrics.
Publications per year
1987–2022
69
69
Christian Gouriéroux, Alain Monfort, Éric Renault · Journal of Applied Econometrics · 1993 · 1.1K citations
Social Sciences, Economics, Finance +14
Long memory in continuous‐time stochastic volatility models
Fabienne Comte, Éric Renault · Mathematical Finance · 1998 · 772 citations
Christian Gouriéroux, Alain Monfort, Éric Renault et al. · Journal of Econometrics · 1987 · 304 citations
Short Run and Long Run Causality in Time Series: Theory
Jean‐Marie Dufour, Éric Renault · Econometrica · 1998 · 291 citations
Computing, Economics, Econometrics +16
Long memory continuous time models
Fabienne Comte, Éric Renault · Journal of Econometrics · 1996 · 250 citations
1–5 of 69