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Érudit | Dépôt de documents >
Browsing by Author « Garcia, René »
Showing results 1 to 20 of 28
| Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management | | Boyer, Marcel; Boyer, M. Martin; Garcia, René | | Issue Date : 2011-05 |
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| An Analysis of the Real Interest Rate Under Regime Shifts | | Garcia, René; Perron, Pierre | | Issue Date : 1995-02 |
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| Are the Effects of Monetary Policy Asymmetric? | | Garcia, René; Schaller, Huntley | | Issue Date : 1995-02 |
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| Asymetrics smiles, leverage effects and structural parameters | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001 |
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| Asymmetric Smiles, Leverage Effects and Structural Parameters | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001-01 |
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| Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models | | Garcia, René | | Issue Date : 1995-02 |
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| Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes | | Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel | | Issue Date : 2003-04 |
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| Dependence Structure and Extreme Comovements in International Equity and Bond Markets | | Garcia, René; Tsafack, Georges | | Issue Date : 2009-05 |
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| Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles | | Bonomo, Marco; Garcia, René | | Issue Date : 1994-10 |
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| Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level | | Garcia, René; Renault, Éric; Semenov, Andrei | | Issue Date : 2003-04 |
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| The Econometrics of Option Pricing | | Garcia, René; Ghysels, Eric; Renault, Éric | | Issue Date : 2004-01 |
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| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001-01 |
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| Empirical assessment of an intertemporal option pricing model with latent variables | | Garcia, René; Luger, Richard; Renault, Éric | | Issue Date : 2001 |
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| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation | | Garcia, René; Lusardi, Annamaria; Ng, Serena | | Issue Date : 1995-02 |
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| Incorporating Second-Order Functional Knowledge for Better Option Pricing | | Bélisle, François; Bengio, Yoshua; Dugas, Charles; Garcia, René; Nadeau, Claude | | Issue Date : 2002-05 |
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| 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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Showing results 1 to 20 of 28
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