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Renault, Eric


 SSRN Author Rank: 9,755 by Downloads
 Latane Distinguished Professor of Economics
 

University of North Carolina (UNC) at Chapel Hill - Department of Economics


 Chapel Hill, NC 27599
 United States
 email address

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. Renault, Eric's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,619
Total
Citations
79
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Garcia, René
EDHEC Business School
Ghysels, Eric
University of North Carolina Kenan-Flagler Business School
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
02 Jan 04
1,001
(10,670)
25

2.  
Darolles, Serge
Université Paris-Dauphine - DRM-CEREG
Fan, Yanqin
Vanderbilt University - College of Arts and Science - Department of Economics
Florens, Jean-Pierre
University of Toulouse
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
07 Feb 09
Last Revised:
04 Jan 11
337
(47,629)
26

3.  
Garcia, René
EDHEC Business School
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Veredas, David
Universite Libre de Bruxelles - Solvay Brussels School of Economics and Management - ECARES
Posted:
09 Sep 05
Last Revised:
11 Jun 09
315
(51,623)
11

4.  
Li, Yingying
Hong Kong University of Science & Technology - Department of Information Systems, Business Statistics and Operations Management
Mykland, Per A.
University of Chicago - Department of Statistics
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Zhang, Lan
University of Illinois at Chicago - Department of Finance
Zheng, Xinghua
Hong Kong University of Science & Technology - Department of Information Systems, Business Statistics and Operations Management
Posted:
21 Dec 09
Last Revised:
27 Apr 13
227
(74,167)
1

5.  
Efficient Derivative Pricing by the Extended Method of Moments | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 10-07
Working Paper Series
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Gourieroux, Christian
University of Toronto - Department of Economics
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
10 Feb 10
201
(83,920)
4

6.  
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Gagliardini, Patrick
University of Lugano and Swiss Finance Institute
Gourieroux, Christian
University of Toronto - Department of Economics
Posted:
04 Mar 05
111
(140,577)
4

7.  
Stochastic Volatility Models with Transaction Time Risk | Show Abstract | Download |
CentER Discussion Paper No. 2004-24
Working Paper Series
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
24 Jun 04
93
(159,006)
3

8.  
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Sarisoy, Cisil
Tilburg University - Department of Finance
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
14 Jul 13
86
(167,387)
 

9.  
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
van der Heijden, Thijs
University of Melbourne - Department of Finance
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
13 Sep 12
Last Revised:
05 Mar 14
83
(171,093)
2

10.  
Dovonon, Prosper
Barclays Wealth
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
05 Nov 09
66
(195,580)
 

11.  
Testing for Common GARCH Factors | Show Abstract | Download |
CIRANO - Scientific Publication No. 2012s-34
Working Paper Series
Dovonon, Prosper
Concordia University, Quebec
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
12 Jan 13
42
(241,036)
 

12.  
Semi-Parametric Indirect Inference | Show Abstract | Download |
LSE STICERD Research Paper No. EM392
Working Paper Series
Dridi, Ramdan
London School of Economics & Political Science (LSE) - Department of Economics
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
21 Jul 08
31
(268,254)
1

13.  
Viewpoint: Option Prices, Preferences, and State Variables | Show Abstract | Download |
Canadian Journal of Economics, Vol. 38, No. 1, pp. 1-27, February 2005
Accepted Paper Series
Garcia, René
EDHEC Business School
Luger, Richard
Emory University - Department of Economics
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
25 Jan 05
24
(291,252)
1

14.  
Efficient Gmm with Nearly-Weak Instruments | Show Abstract | Download |
Econometrics Journal, Vol. 12, Issue s1, pp. S135-S171, January 2009
Accepted Paper Series
Antoine, Bertille
Simon Fraser University (SFU)
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
04 Jul 09
2
(378,776)
1

15.  
State Dependence Can Explain the Risk Aversion Puzzle | Show Abstract |
Review of Financial Studies, Vol. 21, Issue 2, pp. 973-1011, 2008
Accepted Paper Series
Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
Garcia, René
EDHEC Business School
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Posted:
26 Jun 08
 

16.  
GARCH and Irregularly Spaced Data | Show Abstract |
CentER Working Paper No. 2003-27
Working Paper Series
Meddahi, Nour
University of Montreal - Department of Economics
Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
Werker, Bas J. M.
Tilburg University - Center for Economic Research (CentER)
Posted:
26 May 04
 


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