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Volatility
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32
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Garcia, René
18
Renault, Eric
6
Dufour, Jean-Marie
3
Taamouti, Abderrahim
3
Almeida, Caio
2
Ardison, Kym
2
Bonomo, Marco Antonio
2
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2
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2
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2
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2
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2
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2
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1
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1
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2
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1
Risk aversion, intertemporal substitution, and option pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
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2
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
3
The stochastic discount factor : extending the volatility bound and a new approach to portfolio selection with higher-order moments
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002655756
Saved in:
4
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
5
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
6
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. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
7
Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
-
2010
Persistent link: https://www.econbiz.de/10008749056
Saved in:
8
Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
Saved in:
9
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
Saved in:
10
Measuring causality between volatility and returns with high-frequency data
Dufour, Jean-Marie
(
contributor
);
Garcia, René
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774245
Saved in:
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