Rene Garcia

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Marco BonomoInsperVerified email at insper.edu.br
Prof. Caio AlmeidaDepartment of Economics, Princeton UniversityVerified email at princeton.edu
Marcel RindisbacherQuestrom School of Business, Boston UniversityVerified email at bu.edu
Jerome DetempleMorton H. and Charlotte Friedman Professor of Management; Professor of Finance; Boston UniversityVerified email at bu.edu
Jean-Sébastien FontaineBank of CanadaVerified email at bankofcanada.ca
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillVerified email at unc.edu
Yoshua BengioProfessor of computer science, University of Montreal, Mila, IVADO, CIFARVerified email at umontreal.ca
Georges TsafackUniversity of Rhode IslandVerified email at uri.edu
Pierre PerronDepartment of Economics, Boston UniversityVerified email at bu.edu
Roméo TÉDONGAPESSEC Business School Paris-SingaporeVerified email at essec.edu
Abderrahim TaamoutiProfessor of Econometrics at University of Liverpool Management SchoolVerified email at durham.ac.uk
Carlos Viana de CarvalhoAssociate Professor of Economics, PUC-RioVerified email at econ.puc-rio.br
Martin BoyerProfesseur de finance (HEC Montréal)Verified email at hec.ca
Annamaria LusardiProfessor of Economics and Accountancy, George Washington UniversityVerified email at gwu.edu
David VeredasVlerick Business SchoolVerified email at vlerick.com
Serena NgColumbia UniversityVerified email at columbia.edu
Ramo GencaySimon Fraser UniversityVerified email at sfu.ca

Rene Garcia

Professor, Université de Montréal

Verified email at umontreal.ca - Homepage

finance financial econometrics


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An analysis of the real interest rate under regime shifts R Garcia, P Perron The review of economics and statistics, 111-125, 1996	1114	1996
Asymptotic null distribution of the likelihood ratio test in Markov switching models R Garcia International Economic Review, 763-788, 1998	718	1998
Incorporating second-order functional knowledge for better option pricing C Dugas, Y Bengio, F Bélisle, C Nadeau, R Garcia Advances in neural information processing systems 13, 2000	505	2000
A Monte Carlo method for optimal portfolios JB Detemple, R Garcia, M Rindisbacher The journal of Finance 58 (1), 401-446, 2003	377	2003
Bond liquidity premia JS Fontaine, R Garcia The Review of Financial Studies 25 (4), 1207-1254, 2012	350	2012
Dependence structure and extreme comovements in international equity and bond markets R Garcia, G Tsafack Journal of Banking & Finance 35 (8), 1954-1970, 2011	324	2011
Are the effects of monetary policy asymmetric? R Garcia, H Schaller Economic inquiry 40 (1), 102-119, 2002	313	2002
Pricing and hedging derivative securities with neural networks and a homogeneity hint R Garcia, R Gençay Journal of Econometrics 94 (1-2), 93-115, 2000	283	2000
Disequilibrium econometrics for business loans JJ Laffont, R Garcia Econometrica: Journal of the Econometric Society, 1187-1204, 1977	277	1977
The econometrics of option pricing R Garcia, E Ghysels, E Renault Handbook of Financial Econometrics: Tools and Techniques, 479-552, 2010	154	2010
Excess sensitivity and asymmetries in consumption: an empirical investigation R Garcia, A Lusardi, S Ng Journal of Money, Credit, and Banking, 154-176, 1997	144	1997
State dependence can explain the risk aversion puzzle F Chabi-Yo, R Garcia, E Renault The review of Financial studies 21 (2), 973-1011, 2008	143	2008
Empirical assessment of an intertemporal option pricing model with latent variables R Garcia, R Luger, E Renault Journal of Econometrics 116 (1-2), 49-83, 2003	139	2003
Generalized disappointment aversion, long-run volatility risk, and asset prices M Bonomo, R Garcia, N Meddahi, R Tédongap The Review of Financial Studies 24 (1), 82-122, 2011	129	2011
Structural change and asset pricing in emerging markets R Garcia, E Ghysels Journal of International Money and Finance 17 (3), 455-473, 1998	117	1998
Estimation of stable distributions by indirect inference R Garcia, E Renault, D Veredas Journal of Econometrics 161 (2), 325-337, 2011	111	2011
Proper conditioning for coherent VaR in portfolio management R Garcia, É Renault, G Tsafack Management Science 53 (3), 483-494, 2007	96	2007
Incorporating Functional Knowledge in Neural Networks. C Dugas, Y Bengio, F Bélisle, C Nadeau, R Garcia Journal of Machine Learning Research 10 (6), 2009	89	2009
Can a well‐fitted equilibrium asset‐pricing model produce mean reversion? M Bonomo, R Garcia Journal of Applied Econometrics 9 (1), 19-29, 1994	86	1994
Assessing misspecified asset pricing models with empirical likelihood estimators C Almeida, R Garcia Journal of Econometrics 170 (2), 519-537, 2012	83	2012

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