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Renault, Eric
27
Garcia, René
26
Garcia, R.
11
Meddahi, Nour
5
Renault, E.
5
Bonomo, Marco
4
Luger, Richard
4
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Detemple, Jérôme
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Rindisbacher, Marcel
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Touzi, Nizar
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Becker, E.
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Chabi-Yo, Fousseni
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1
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1
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Journal of econometrics
14
The review of financial studies
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of applied econometrics
3
Journal of international money and finance
3
L' Actualité économique : revue trimest.
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The Canadian journal of economics
3
Applied ergonomics : the journal of people's relationships with equipment, environments and work systems
2
Journal of banking & finance
2
Journal of empirical finance
2
Transportation science : the publication of the Transportation Science Section, Operation Research Society of America
2
Annales d'économie et de statistique
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
Economics & philosophy
1
Economics letters
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Finance and stochastics
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International journal of finance & economics : IJFE
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Journal de la Société Française de Statistique
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Journal of development economics
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Journal of forecasting
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L' économétrie appliquée
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Numéro spécial sur l'économie du développement
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
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The journal of product innovation management : an internat. publication of the Product Development & Management Association
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The review of economics and statistics
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Versicherungswirtschaft : insurance, business, report
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1
State Dependence Can Explain the Risk Aversion Puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2013
)
2
,
pp. 973-972
Persistent link: https://www.econbiz.de/10010113669
Saved in:
2
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. 973-1012
Persistent link: https://www.econbiz.de/10007984217
Saved in:
3
Estimation of stable distributions by indirect inference
Garcia, René
;
Renault, Eric
;
Veredas, David
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 325-338
Persistent link: https://www.econbiz.de/10008877460
Saved in:
4
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1
,
pp. 49-84
Persistent link: https://www.econbiz.de/10006761944
Saved in:
5
Risk factor beta conditional value-at-risk
Semenov, Andrei
- In:
Journal of forecasting
28
(
2009
)
6
,
pp. 549
Persistent link: https://www.econbiz.de/10008309715
Saved in:
6
Uninsurable risk and financial market puzzles
Basu, Parantap
;
Semenov, Andrei
;
Wada, Kenji
- In:
Journal of international money and finance
30
(
2011
)
6
,
pp. 1055-1090
Persistent link: https://www.econbiz.de/10009290063
Saved in:
7
Estimation of the consumption CAPM with imperfect sample separation information
Semenov, Andrei
- In:
International journal of finance & economics : IJFE
13
(
2008
)
4
,
pp. 333-348
Persistent link: https://www.econbiz.de/10008136343
Saved in:
8
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/10009899012
Saved in:
9
Structural change and asset pricing in emerging markets
Garcia, R.
;
Ghysels, E.
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-474
Persistent link: https://www.econbiz.de/10006918335
Saved in:
10
A Monte Carlo Method for Optimal Portfolios
Detemple, J.B.
;
Garcia, R.
;
Rindisbacher, M.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 401-446
Persistent link: https://www.econbiz.de/10006557039
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