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A Monte Carlo method for optimal portfolios
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 401-446
Persistent link: https://www.econbiz.de/10001737303
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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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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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Asymmetic smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549285
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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
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Latent variable models for stochastic discount factors
Garcia, René; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001488010
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Are the effects of monetary policy asymmetric?
Garcia, René; Schaller, Huntley - 1999
Persistent link: https://www.econbiz.de/10001432288
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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
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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