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Browsing by Author « Garcia, René »
Showing results 16 to 28 of 28
Latent Variable Models for Stochastic Discount Factors | Garcia, René; Renault, Éric | Issue Date : 1999-11 |
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Latent variable models for stochastic discount factors | Garcia, René; Renault, Éric | Issue Date : 2000 |
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Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility | Dufour, Jean-Marie; Garcia, René; Taamouti, Abderrahim | Issue Date : 2011-02 |
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A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns | Garcia, René; Mantilla-Garcia, Daniel; Martellini, Lionel | Issue Date : 2013-01 |
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A Monte-Carlo Method for Optimal Portfolios | Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel | Issue Date : 2000-01 |
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A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models | Garcia, René; Renault, Éric | Issue Date : 1997-04 |
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On the Dynamic Specification of International Asset Pricing Models | Garcia, René; Ghysels, Eric; Kichian, Maral | Issue Date : 1995-09 |
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Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint | Garcia, René; Gençay, Ramazan | Issue Date : 1998-11 |
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Risk Aversion, Intertemporal Substitution, and Option Pricing | Garcia, René; Renault, Éric | Issue Date : 1998-02 |
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Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates | Garcia, René; Luger, Richard | Issue Date : 2009-05 |
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Structural Change and Asset Pricing in Emerging Markets | Garcia, René; Ghysels, Eric | Issue Date : 1996-11 |
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Tests of Conditional Asset Pricing Models in the Brazilian Stock Market | Bonomo, Marco; Garcia, René | Issue Date : 1997-04 |
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The Value of Real and Financial Risk Management | Boyer, Marcel; Boyer, M. Martin; Garcia, René | Issue Date : 2005-12 |
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Showing results 16 to 28 of 28
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