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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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Special issue on "Multivariate volatility models"
Garcia, René (contributor); Ghysels, Eric (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003907531
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Dependence structure and extreme comovements in international equity and bond markets
Garcia, René; Tsafack, Georges - In: Journal of banking & finance 35 (2011) 8, pp. 1954-1970
Persistent link: https://www.econbiz.de/10009247377
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Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie; Garcia, René; Taamouti, Abderrahim - In: Journal of financial econometrics : official journal of … 10 (2012) 1, pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
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Intertemporal asset allocation : a comparison of methods
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Journal of banking & finance 29 (2005) 11, pp. 2821-2848
Persistent link: https://www.econbiz.de/10003121055
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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
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Asymmetric smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2001
Persistent link: https://www.econbiz.de/10001614502
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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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Asymptotic null distribution of the likelihood ratio test in Markov switching models
Garcia, René - 1995
Persistent link: https://www.econbiz.de/10001512540
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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