Rene Garcia
Rene Garcia
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Zitiert von
Zitiert von
An analysis of the real interest rate under regime shifts
R Garcia, P Perron
The review of economics and statistics, 111-125, 1996
Asymptotic null distribution of the likelihood ratio test in Markov switching models
R Garcia
International Economic Review, 763-788, 1998
Incorporating second-order functional knowledge for better option pricing
C Dugas, Y Bengio, F Bélisle, C Nadeau, R Garcia
Advances in neural information processing systems 13, 2000
A Monte Carlo method for optimal portfolios
JB Detemple, R Garcia, M Rindisbacher
The journal of Finance 58 (1), 401-446, 2003
Bond liquidity premia
JS Fontaine, R Garcia
The Review of Financial Studies 25 (4), 1207-1254, 2012
Dependence structure and extreme comovements in international equity and bond markets
R Garcia, G Tsafack
Journal of Banking & Finance 35 (8), 1954-1970, 2011
Are the effects of monetary policy asymmetric?
R Garcia, H Schaller
Economic inquiry 40 (1), 102-119, 2002
Pricing and hedging derivative securities with neural networks and a homogeneity hint
R Garcia, R Gençay
Journal of Econometrics 94 (1-2), 93-115, 2000
Disequilibrium econometrics for business loans
JJ Laffont, R Garcia
Econometrica: Journal of the Econometric Society, 1187-1204, 1977
The econometrics of option pricing
R Garcia, E Ghysels, E Renault
Handbook of Financial Econometrics: Tools and Techniques, 479-552, 2010
Excess sensitivity and asymmetries in consumption: an empirical investigation
R Garcia, A Lusardi, S Ng
Journal of Money, Credit, and Banking, 154-176, 1997
State dependence can explain the risk aversion puzzle
F Chabi-Yo, R Garcia, E Renault
The review of Financial studies 21 (2), 973-1011, 2008
Empirical assessment of an intertemporal option pricing model with latent variables
R Garcia, R Luger, E Renault
Journal of Econometrics 116 (1-2), 49-83, 2003
Generalized disappointment aversion, long-run volatility risk, and asset prices
M Bonomo, R Garcia, N Meddahi, R Tédongap
The Review of Financial Studies 24 (1), 82-122, 2011
Structural change and asset pricing in emerging markets
R Garcia, E Ghysels
Journal of International Money and Finance 17 (3), 455-473, 1998
Estimation of stable distributions by indirect inference
R Garcia, E Renault, D Veredas
Journal of Econometrics 161 (2), 325-337, 2011
Incorporating Functional Knowledge in Neural Networks.
C Dugas, Y Bengio, F Bélisle, C Nadeau, R Garcia
Journal of Machine Learning Research 10 (6), 2009
Proper conditioning for coherent VaR in portfolio management
R Garcia, É Renault, G Tsafack
Management Science 53 (3), 483-494, 2007
Assessing misspecified asset pricing models with empirical likelihood estimators
C Almeida, R Garcia
Journal of Econometrics 170 (2), 519-537, 2012
Can a well‐fitted equilibrium asset‐pricing model produce mean reversion?
M Bonomo, R Garcia
Journal of Applied Econometrics 9 (1), 19-29, 1994
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