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Garcia, René
25
Luger, Richard
11
Bonomo, Marco
4
Renault, Eric
4
Detemple, Jérôme
3
Gungor, Sermin
3
Meddahi, Nour
3
Rindisbacher, Marcel
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Journal of econometrics
8
The review of financial studies
6
Economics letters
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
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2
The Canadian journal of economics
2
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1
Economic inquiry : journal of the Western Economic Association International
1
Finance and stochastics
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Journal of international money and finance
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Numéro spécial sur l'économie du développement
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Review of derivatives research
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The review of economics and statistics
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OLC EcoSci
ECONIS (ZBW)
162
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119
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1
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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. 22-33
Persistent link: https://www.econbiz.de/10008770557
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2
The Canadian macroeconomy and the yield curve: an equilibrium-based approach
Garcia, René
;
Luger, Richard
- In:
The Canadian journal of economics
40
(
2007
)
2
,
pp. 561-583
Persistent link: https://www.econbiz.de/10007727612
Saved in:
3
Risk aversion, intertemporal substitution, and the term structure of interest rates
Garcia, René
;
Luger, Richard
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 1013-1037
Persistent link: https://www.econbiz.de/10010022057
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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
Short run and long run causality in time series: inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Éric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10007286189
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6
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
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7
Evidence on performance pay and risk aversion
Luger, Richard
- In:
Economics letters
106
(
2010
)
1
,
pp. 8-12
Persistent link: https://www.econbiz.de/10008349458
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8
Exact distribution-free tests of mean-variance efficiency
Gungor, Sermin
;
Luger, Richard
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 816-829
Persistent link: https://www.econbiz.de/10008323262
Saved in:
9
Exact permutation tests for non-nested non-linear regression models
Luger, Richard
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 513-530
Persistent link: https://www.econbiz.de/10007287911
Saved in:
10
Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 66-77
Persistent link: https://www.econbiz.de/10010070371
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