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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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Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René - In: L' Actualité économique : revue trimest. 74 (1998) 3, pp. 467-484
Persistent link: https://www.econbiz.de/10001338886
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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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Latent variable models for stochastic discount factors
Garcia, René; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001504786
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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
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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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Modelling risk premiums in equity and foreign exchange markets
Garcia, René; Kichian, Maral - 2000
Persistent link: https://www.econbiz.de/10001473749
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Latent variable models for stochastic discount factors
Garcia, René; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001488010