Érudit | Dépôt de documents >
Browsing by Author « Garcia, René »
Showing results 21 to 28 of 28
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models | Garcia, René; Renault, Éric | Issue Date : 1997-04 |
|
On the Dynamic Specification of International Asset Pricing Models | Garcia, René; Ghysels, Eric; Kichian, Maral | Issue Date : 1995-09 |
|
Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint | Garcia, René; Gençay, Ramazan | Issue Date : 1998-11 |
|
Risk Aversion, Intertemporal Substitution, and Option Pricing | Garcia, René; Renault, Éric | Issue Date : 1998-02 |
|
Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates | Garcia, René; Luger, Richard | Issue Date : 2009-05 |
|
Structural Change and Asset Pricing in Emerging Markets | Garcia, René; Ghysels, Eric | Issue Date : 1996-11 |
|
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market | Bonomo, Marco; Garcia, René | Issue Date : 1997-04 |
|
The Value of Real and Financial Risk Management | Boyer, Marcel; Boyer, M. Martin; Garcia, René | Issue Date : 2005-12 |
|
Showing results 21 to 28 of 28
|