Narrow search
Showing 11 - 20 of 881
Cover Image
Viewpoint: option prices, preferences, and state variables
Garcia, René; Luger, Richard; Renault, Eric - In: The Canadian journal of economics 38 (2005) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10002654852
Cover Image
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
Cover Image
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
Cover Image
Option prices, preferences, and state variables
Garcia, René (contributor); Luger, Richard (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002750617
Cover Image
Estimation of stable distributions by indirect inference
Garcia, René (contributor); Renault, Eric (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003402433
Cover Image
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
Cover Image
Asymmetric smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2001
Persistent link: https://www.econbiz.de/10001614502
Cover Image
Latent variable models for stochastic discount factors
Garcia, René; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001504786
Cover Image
Asymmetic smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549285
Cover Image
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549287