World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
37
Citations
8648
World Ranking
2632
National Ranking
310

Eric Renault 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 Eric Renault sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 155 publications — 44th percentile

44% of scientists in this discipline score the same or lower.

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

Eric Renault 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 Eric Renault sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 37 D-Index — 31st percentile

31% of scientists in this discipline score the same or lower.

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

Research.com Recognitions

  • 1998 - Fellows of the Econometric Society

Overview

Eric Renault is affiliated with the University of Warwick in the United Kingdom. Their research primarily centers on the fields of Economics, Econometrics, and Finance, with a focus that includes subfields such as Finance, Economics and Econometrics, Statistics and Probability, General Economics, Econometrics and Finance, and Control and Systems Engineering.

The main topics of their scholarly work include stochastic processes and financial applications, financial markets and investment strategies, monetary policy and economic impact, financial risk and volatility modeling, statistical methods and inference, economic theories and models, and control systems and identification.

Eric Renault has published extensively, with notable papers including:

  • IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS (2021, Econometric Theory)
  • Arbitrage Pricing Theory for Idiosyncratic Variance Factors (2022, Journal of Financial Econometrics)
  • Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing (2021, Econstor)
  • Testing identification strength (2020, Journal of Econometrics)
  • On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk (2021, Econstor)

The scientist's frequent publication venues reflect their research focus and include:

  • Journal of Econometrics
  • Journal of Financial Econometrics
  • Econstor
  • RePEc: Research Papers in Economics
  • Econometric Theory

Eric Renault has collaborated regularly with various co-authors, including Bertille Antoine, Fousseni Chabi-Yo, David T. Frazier, Éric Ghysels, and Saraswata Chaudhuri.

Their career achievements include being named a Fellow of the Econometric Society in 1998.

Best Publications

  • 5 Stochastic volatility

    Eric Ghysels;Andrew C. Harvey;Eric Renault

  • Long memory in continuous‐time stochastic volatility models

    Fabienne Comte;Eric Renault

  • Nonparametric instrumental regression

    Serge Darolles;Yanqin Fan;Jean-Pierre Florens;Eric Renault

  • Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization

    Marine Carrasco;Jean-Pierre Florens;Eric Renault

  • OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL

    Eric Renault;Nizar Touzi

  • Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization

    Marine Carrasco;Jean-Pierre Florens;Eric Renault

  • Long memory continuous time models

    F. Comte;E. Renault

  • Short run and long run causality in time series: Theory

    Jean-Marie Dufour;Eric Renault

  • Temporal aggregation of volatility models

    Nour Meddahi;Eric Renault

  • Affine fractional stochastic volatility models

    Fabienne Comte;Laure Coutin;Eric Renault

  • Short run and long run causality in time series: inference ⁄

    Jean Marie Dufour;Denis Pelletier;Éric Renault

  • State Dependence Can Explain the Risk Aversion Puzzle

    Fousseni Chabi-Yo;René Garcia;Eric Renault

  • The Econometrics of Option Pricing

    René Garcia;Eric Ghysels;Eric Renault

  • Advances in Economics and Econometrics: Theory and Applications: Econometric models of option pricing errors

    Eric Renault

  • Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables

    René Garcia;Richard Luger;Eric Renault

  • Simulation-based Inference in Econometrics: Calibration by simulation for small sample bias correction

    Christian Gourieroux;Eric Renault;Nizar Touzi

  • Indirect inference and calibration of dynamic stochastic general equilibrium models

    Ramdan Dridi;Alain Guay;Eric Renault;Eric Renault

  • On the Efficient Use of the Informational Content of Estimating Equations: Implied Probabilities and Euclidean Empirical Likelihood ∗

    Bertille Antoine;Hélène Bonnal;Eric Renault

  • Statistical Inference for Random-Variance Option Pricing

    Sergio Pastorello;Eric Renault;Nizar Touzi

  • Proper Conditioning for Coherent VaR in Portfolio Management

    René Garcia;Éric Renault;Georges Tsafack

  • Nonparametric Instrumental Regression

    Serge Darolles;Jean-Pierre Florens;Yanqin Fan;Eric Renault

Frequent Co-Authors

René Garcia
René Garcia University of Montreal
Christian Gourieroux
Christian Gourieroux Toulouse School of Economics
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill
Jean-Marie Dufour
Jean-Marie Dufour McGill University
Alain Monfort
Alain Monfort École Nationale de la Statistique et de l'Administration Économique
Nizar Touzi
Nizar Touzi École Polytechnique
Ariane Szafarz
Ariane Szafarz Université Libre de Bruxelles
Per A. Mykland
Per A. Mykland University of Chicago
Gennady Samorodnitsky
Gennady Samorodnitsky Cornell University
Jean-Charles Rochet
Jean-Charles Rochet Toulouse School of Economics

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