René Garcia

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Asymptotic null distribution of the likelihood ratio test in Markov switching models International Economic Review	2026-02-04	Paper
A family of complex Kleinian split solvable groups Bulletin of the Brazilian Mathematical Society. New Series	2022-10-31	Paper
Smooth knot limit sets of the complex hyperbolic plane Boletín de la Sociedad Matemática Mexicana. Third Series	2022-08-04	Paper
Nonparametric assessment of hedge fund performance Journal of Econometrics	2020-02-11	Paper
Assessing misspecified asset pricing models with empirical likelihood estimators Journal of Econometrics	2017-05-12	Paper
Estimation of stable distributions by indirect inference Journal of Econometrics	2016-08-10	Paper
Estimation of objective and risk-neutral distributions based on moments of integrated volatility Journal of Econometrics	2016-08-10	Paper
Asymptotic properties of Monte Carlo estimators of diffusion processes Journal of Econometrics	2016-05-02	Paper
The long and the short of the risk-return trade-off Journal of Econometrics	2015-06-08	Paper
Incorporating functional knowledge in neural networks Journal of Machine Learning Research (JMLR)	2012-04-17	Paper
Proper Conditioning for Coherent VaR in Portfolio Management Management Science	2012-02-21	Paper
Asymptotic properties of Monte Carlo estimators of derivatives Management Science	2012-02-21	Paper
The option CAPM and the performance of hedge funds Review of Derivatives Research	2012-01-26	Paper
Representation formulas for Malliavin derivatives of diffusion processes Finance and Stochastics	2006-05-24	Paper
Empirical assessment of an intertemporal option pricing model with latent variables. Journal of Econometrics	2003-08-07	Paper
Latent variable models for stochastic discount factors	2003-03-16	Paper
Pricing and hedging derivative securities with neural networks and a homogeneity hint Journal of Econometrics	2000-08-21	Paper
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models Mathematical Finance	1998-10-07	Paper
Disequilibrium Econometrics for Business Loans Econometrica	1977-01-01	Paper

Research outcomes over time

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