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Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Eric - 2001
Persistent link: https://www.econbiz.de/10001614493
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Asymmetric smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2001
Persistent link: https://www.econbiz.de/10001614502
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Latent variable models for stochastic discount factors
Garcia, René; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001504786
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Asymptotic null distribution of the likelihood ratio test in Markov switching models
Garcia, René - 1995
Persistent link: https://www.econbiz.de/10001512540
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Excess sensitivity and asymmetries in consumption : an empirical investigation
Garcia, René; Lusardi, Annamaria; Ng, Serena - 1995
Persistent link: https://www.econbiz.de/10001512544
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On the dynamic specification of international asset pricing models
Kichian, Maral; Garcia, René; Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10001513096
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Nonparametric instrumental regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Eric - 2002
Persistent link: https://www.econbiz.de/10001710353
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Short-run and long-run causality in time series : theory
Dufour, Jean-Marie; Renault, Eric - 1995
Persistent link: https://www.econbiz.de/10001513068