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Assessing and valuing the non-linear structure of hedge fund returns
Díez de los Ríos, Antonio; Garcia, René - 2006
Persistent link: https://www.econbiz.de/10003372249
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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
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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
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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
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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
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The Canadian macroeconomy and the yield curve : an equilibrium-based approach
Garcia, René; Luger, Richard - 2005
Persistent link: https://www.econbiz.de/10003208738
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The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002655756
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State dependence in fundamentals and preferences explains risk-aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002739756
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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
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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