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~person:"Garcia, René"
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Garcia, René
McAleer, Michael
213
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Dependence structure and extreme comovements in international equity and bond markets
Garcia, René
;
Tsafack, Georges
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1954-1970
Persistent link: https://www.econbiz.de/10009247377
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2
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
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3
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
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