Narrow search
Showing 1 - 10 of 10
Cover Image
Estimation of stable distributions by indirect inference
Garcia, René; Renault, Eric; Veredas, David - In: Journal of econometrics 161 (2011) 2, pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
Cover Image
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René; Lewis, Marc-André; Pastorello, Sergio; … - In: Journal of econometrics 160 (2011) 1, pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Cover Image
Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio; Garcia, René - In: Journal of econometrics 170 (2012) 2, pp. 519-537
Persistent link: https://www.econbiz.de/10009686763
Cover Image
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - In: Journal of econometrics 187 (2015) 2, pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Cover Image
Asymptotic properties of Monte Carlo estimators of diffusion processes
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Journal of econometrics 134 (2006) 1, pp. 1-68
Persistent link: https://www.econbiz.de/10003368411
Cover Image
Are the effects of monetary policy asymmetric?
Garcia, René; Schaller, Huntley - In: Economic inquiry : journal of the Western Economic … 40 (2002) 1, pp. 102-119
Persistent link: https://www.econbiz.de/10001647276
Cover Image
Econometric methods for derivative securities and risk management
Garcia, René (contributor); Ghysels, Eric (contributor);  … - In: Journal of econometrics 94 (2000) 1/2, pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Cover Image
Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René; Gençay, Ramazan - In: Journal of econometrics 94 (2000) 1/2, pp. 93-115
Persistent link: https://www.econbiz.de/10001437747
Cover Image
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Eric - In: Journal of econometrics 116 (2003) 1/2, pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Cover Image
Nonparametric assessment of hedge fund performance
Almeida, Caio; Ardison, Kym; Garcia, René - In: Journal of econometrics 214 (2020) 2, pp. 349-378
Persistent link: https://www.econbiz.de/10012438396