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Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables
Garcia, René; Luger, Richard; Renault, Eric - Centre de Recherche en Économie et Statistique … - 2000
Persistent link: https://www.econbiz.de/10005350687
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Latent Variable Models for Stochastic Discount
Garcia, René; Renault, Eric - Centre de Recherche en Économie et Statistique … - 2000
Persistent link: https://www.econbiz.de/10005704129
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Asymmetric Smiles, Leverage Effects and Structural Parameters
Garcia, René; Luger, Richard; Renault, Eric - Centre de Recherche en Économie et Statistique … - 2000
Persistent link: https://www.econbiz.de/10005823140
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State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
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The JFEC invited lecture at the 2008 SoFiE conference
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003884345
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The econometrics of option pricing
Garcia, René; Ghysels, Eric; Renault, Eric - 2010
Persistent link: https://www.econbiz.de/10003900680
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Disentangling risk aversionand intertemporal substitution through a reference level
Garcia, René; Renault, Eric; Semenov, Andrei - In: Finance research letters 3 (2006) 3, pp. 181-193
Persistent link: https://www.econbiz.de/10003374037
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Special issue on "Multivariate volatility models"
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003907531
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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