É. Renault

Finance · 2000–2013

A researcher in the Science corpus: 11 papers; trusts 33 researchers and is trusted by 35 researchers here, as inferred from the citation graph.

Subfields

• Finance — 86 citations into it; #3,085 of 10,518 by trust here, #2,249 by citations
• Economics and Econometrics — 49 citations into it; #4,117 of 23,481 by trust here, #3,847 by citations
• Statistics and Probability — 42 citations into it; #1,949 of 12,932 by trust here, #1,026 by citations
• Artificial Intelligence — 9 citations into it
• Demography — 6 citations into it

Whom É. Renault trusts overall

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

1. Ole E. Barndorff-Nielsen
2. F. Kleibergen
3. Whitney K. Newey
4. James H. Stock
5. Yacine Aït-Sahalia
6. Jinyong Hahn
7. Lars Peter Hansen
8. Jun Pan
9. N. Shephard
10. Chunrong Ai

Who trusts É. Renault overall

1. Xiaohong Chen
2. Jean-Pierre Florens
3. M. Carrasco
4. Jun Pan
5. Joel L. Horowitz
6. Mikhail Chernov
7. Carlos Escanciano
8. Carmen Broto
9. Knut Heggland
10. Andrés Santos

Papers from É. Renault's perspective

Ordered by how strongly the researchers É. Renault trusts endorse each paper. Same corpus, a different order for every researcher.

1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
2. ANOVA for diffusions and Itô processes
3. Testing Parameters in GMM without Assuming that they are identified
4. Martingale Limit Theory and Its Application
5. Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
6. Estimating Covariation: Epps Effect, Microstructure Noise
7. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
8. On covariance estimation of non-synchronously observed diffusion processes
9. Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
10. Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals

Their papers

• Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization (2003) — 432 citations
• Nonparametric Instrumental Regression (2010) — 482 citations
• REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (2013) — 74 citations
• Affine fractional stochastic volatility models (2012) — 152 citations
• Efficient GMM with nearly-weak instruments (2009) — 70 citations
• Empirical Assessment of an Intertemporal option Pricing Model with Latent variables (2003) — 124 citations
• Efficient Minimum Distance Estimation with Multiple Rates of Convergence (2012) — 60 citations
• Estimation of Stable Distributions by Indirect Inference (2011) — 89 citations
• State Dependence Can Explain the Risk Aversion Puzzle (2008) — 124 citations
• Iterative and Recursive Estimation in Structural Nonadaptive Models (2003) — 61 citations
• Statistical Inference for Random-Variance Option Pricing (2000) — 72 citations