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René Garcia

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Personal Details

First Name: René
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Last Name: Garcia
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RePEc Short-ID: pga447

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Affiliation

Département Comptabilité, Droit, Finance et Économie
Groupe EDHEC (École de Hautes Études Commerciales du Nord)
Location: Lille/Paris, France
Homepage: http://professoral.edhec.com/professeurs-chercheurs/comptabilite-droit-finance-et-economie/professeurs-et-chercheurs-comptabilite-droit-finance-et-economie--78892.kjsp
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Handle: RePEc:edi:deedhfr (more details at EDIRC)

Works

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Working papers

  1. René Garcia & Daniel Mantilla-Garcia & Lionel Martellini, 2013. "A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns," CIRANO Working Papers, CIRANO 2013s-01, CIRANO.
  2. Marcel Boyer & M. Martin Boyer & René Garcia, 2011. "Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management," CIRANO Working Papers, CIRANO 2011s-48, CIRANO.
  3. Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2011. "Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility," CIRANO Working Papers, CIRANO 2011s-27, CIRANO.
  4. Rene Garcia & Eric Renault & David Veredas, 2011. "Estimation of stable distributions with indirect inference," ULB Institutional Repository 2013/136186, ULB -- Universite Libre de Bruxelles.
  5. BOYER, Marcel & BOYER, Martin M. & GARCIA, René, 2010. "The Alleviation of Coordination Problems through Financial Risk Management," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 06-2010, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  6. Marco Bonomo & Carlos Carvalho & René Garcia, 2010. "State-dependent pricing under infrequent information: a unified framework," Staff Reports, Federal Reserve Bank of New York 455, Federal Reserve Bank of New York.
  7. Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo, 2010. "Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices," TSE Working Papers, Toulouse School of Economics (TSE) 10-187, Toulouse School of Economics (TSE).
  8. René Garcia & Richard Luger, 2009. "Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates," CIRANO Working Papers, CIRANO 2009s-20, CIRANO.
  9. Jean-Sébastien Fontaine & René Garcia, 2009. "Bond Liquidity Premia," Working Papers, Bank of Canada 09-28, Bank of Canada.
  10. René Garcia & Georges Tsafack, 2009. "Dependence Structure and Extreme Comovements in International Equity and Bond Markets," CIRANO Working Papers, CIRANO 2009s-21, CIRANO.
  11. Jean-Marie Dufour & René García & Abderrahim Taamouti, 2008. "Measuring causality between volatility and returns with high-frequency data," Economics Working Papers we084422, Universidad Carlos III, Departamento de Economía.
  12. GARCIA, René & RENAULT, Eric & VEREDAS, David, 2006. "Estimation of stable distributions by indirect inference," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2006112, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  13. Antonio Diez de los Rios & René Garcia, 2006. "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Working Papers, Bank of Canada 06-31, Bank of Canada.
  14. Marcel Boyer & M. Martin Boyer & René Garcia, 2005. "The Value of Real and Financial Risk Management," CIRANO Working Papers, CIRANO 2005s-38, CIRANO.
  15. Fousseni Chabi-Yo & René Garcia & Eric Renault, 2005. "The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments," Working Papers, Bank of Canada 05-2, Bank of Canada.
  16. René Garcia & Richard Luger, 2005. "The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach," Working Papers, Bank of Canada 05-36, Bank of Canada.
  17. Fousseni Chabi-Yo & René Garcia & Eric Renault, 2005. "State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle," Working Papers, Bank of Canada 05-9, Bank of Canada.
  18. Rene Garcia & Richard Luger & Eric Renault, 2004. "Option Prices, Preferences, and State Variables," Emory Economics, Department of Economics, Emory University (Atlanta) 0418, Department of Economics, Emory University (Atlanta).
  19. René Garcia & Eric Ghysels & Éric Renault, 2004. "The Econometrics of Option Pricing," CIRANO Working Papers, CIRANO 2004s-04, CIRANO.
  20. Marcel Rindisbacher & Jérôme Detemple & René Garcia, 2004. "Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes," Econometric Society 2004 North American Winter Meetings 483, Econometric Society.
  21. Rene Garcia & Marco Bonomo, 2004. "Optimal Rules under Adjustment Cost and Infrequent Information," Econometric Society 2004 Latin American Meetings, Econometric Society 135, Econometric Society.
  22. René Garcia & Éric Renault & Andrei Semenov, 2003. "Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level," CIRANO Working Papers, CIRANO 2003s-12, CIRANO.
  23. François Bélisle & Yoshua Bengio & Charles Dugas & René Garcia & Claude Nadeau, 2002. "Incorporating Second-Order Functional Knowledge for Better Option Pricing," CIRANO Working Papers, CIRANO 2002s-46, CIRANO.
  24. Garcia, R. & Luger, R. & Renault, E., 2001. "Empirical Assessment of an Intertemporal option Pricing Model with Latent variables," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 2001-10, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  25. René Garcia & Richard Luger & Éric Renault, 2001. "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Varia," CIRANO Working Papers, CIRANO 2001s-02, CIRANO.
  26. GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001. "Asymmetric Smiles, Leverage Effects and Structural Parameters," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 2001-09, Universite de Montreal, Departement de sciences economiques.
  27. Jérôme B. Detemple & René Garcia & Marcel Rindisbacher, 2000. "A Monte-Carlo Method for Optimal Portfolios," CIRANO Working Papers, CIRANO 2000s-05, CIRANO.
  28. Garcia, René & Kichian, Maral, 2000. "Modelling Risk Premiums in Equity and Foreign Exchange Markets," Working Papers, Bank of Canada 00-9, Bank of Canada.
  29. GARCIA, René & RENAULT, Éric, 2000. "Latent Variable Models for Stochastic Discount Factors," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 2000-01, Universite de Montreal, Departement de sciences economiques.
  30. René Garcia & Eric Renault, 2000. "Latent Variable Models for Stochastic Discount," Working Papers, Centre de Recherche en Economie et Statistique 2000-19, Centre de Recherche en Economie et Statistique.
  31. John Galbraith & René Garcia, 1999. "Les modèles de prévisions économiques," CIRANO Project Reports 1999rp-09, CIRANO.
  32. René Garcia & Eric Renault, 1998. "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers, Centre de Recherche en Economie et Statistique 98-10, Centre de Recherche en Economie et Statistique.
  33. René Garcia & Ramazan Gençay, 1998. "Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint," CIRANO Working Papers, CIRANO 98s-35, CIRANO.
  34. BONOMO, Marco & GARCIA, René, 1997. "Tests of Conditional Asset Pricing Models in the Brazilian Stock Market," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9715, Universite de Montreal, Departement de sciences economiques.
  35. Bonomo, M. & Garcia, R., 1997. "The Macroeconomic Effects of Infrequent Information With Adjustment Costs," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 9716, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  36. René Garcia & Éric Renault, 1997. "A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models," CIRANO Working Papers, CIRANO 97s-13, CIRANO.
  37. René Garcia & Eric Ghysels, 1996. "Structural Change and Asset Pricing in Emerging Markets," CIRANO Working Papers, CIRANO 96s-34, CIRANO.
  38. Garcia, R., 1995. "Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 9510, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  39. René Garcia, 1995. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers, CIRANO 95s-07, CIRANO.
  40. Kichian, M. & Garcia, R. & Ghysels, E., 1995. "On the Dynamic Specification of International Asset Pricing Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9544, Universite de Montreal, Departement de sciences economiques.
  41. Garcia, R. & Schaller, H., 1995. "Are the Effects of Monetary Policy Asymmetric?," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9505, Universite de Montreal, Departement de sciences economiques.
  42. René Garcia & Annamaria Lusardi & Serena Ng, 1995. "Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation," CIRANO Working Papers, CIRANO 95s-09, CIRANO.
  43. Marco Antonio Bonomo & Rene Garcia, 1995. "Infrequent information, optimal time and state dependent rules, and aggregate effects," Textos para discussão, Department of Economics PUC-Rio (Brazil) 350, Department of Economics PUC-Rio (Brazil).
  44. Marco Antonio Bonomo & Rene Garcia, 1993. "Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles," Textos para discussão, Department of Economics PUC-Rio (Brazil) 308, Department of Economics PUC-Rio (Brazil).
  45. Marco antonio Bonomo & Rene Garcia, 1992. "Consumption and equilibrium asset pricing: An empirical assessment," Textos para discussão, Department of Economics PUC-Rio (Brazil) 284, Department of Economics PUC-Rio (Brazil).
  46. Garcia, R. & Bonomo, M., 1992. "Indexation, Staggering and Disinflation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9226, Universite de Montreal, Departement de sciences economiques.
  47. MArco Antonio Bonomo & Rene Garcia, 1992. "Can a well-fitted equilibrium asset pricing model produce mean reversion?," Textos para discussão, Department of Economics PUC-Rio (Brazil) 270, Department of Economics PUC-Rio (Brazil).
  48. Garcia, R. & Perron, P., 1991. "An analysis of Real Interest Rate Under Regime Shifts," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9125, Universite de Montreal, Departement de sciences economiques.
  49. Garcia, R. & Perron, P., 1990. "An Anlysis Of The Real Interest Rate Under Regime Shifts," Papers, Princeton, Department of Economics - Econometric Research Program 353, Princeton, Department of Economics - Econometric Research Program.
  50. Bonomo, M. & Garcia, R., 1990. "Mean Aversion In Equilibrium Asset Prices: Comment," Papers, Princeton, Department of Economics - Financial Research Center 120, Princeton, Department of Economics - Financial Research Center.

Articles

  1. Jean-Sébastien Fontaine & René Garcia, 2012. "Bond Liquidity Premia," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 25(4), pages 1207-1254.
  2. Almeida, Caio & Garcia, René, 2012. "Assessing misspecified asset pricing models with empirical likelihood estimators," Journal of Econometrics, Elsevier, Elsevier, vol. 170(2), pages 519-537.
  3. René Garcia & Richard Luger, 2012. "Risk aversion, intertemporal substitution, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 1013-1036, 09.
  4. Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap, 2011. "Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 24(1), pages 82-122.
  5. Garcia, René & Tsafack, Georges, 2011. "Dependence structure and extreme comovements in international equity and bond markets," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(8), pages 1954-1970, August.
  6. Garcia, René & Renault, Eric & Veredas, David, 2011. "Estimation of stable distributions by indirect inference," Journal of Econometrics, Elsevier, Elsevier, vol. 161(2), pages 325-337, April.
  7. Antonio Diez de los Rios & René Garcia, 2011. "The option CAPM and the performance of hedge funds," Review of Derivatives Research, Springer, Springer, vol. 14(2), pages 137-167, July.
  8. Antonio Diez De Los Rios & René Garcia, 2011. "Assessing and valuing the nonlinear structure of hedge fund returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(2), pages 193-212, March.
  9. René Garcia, Eric Ghysels and Eric Renault, 2011. "The JFEC Invited Lecture at the 2009 SoFiE Conference," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(1), pages 1-2, Winter.
  10. Garcia, René & Lewis, Marc-André & Pastorello, Sergio & Renault, Éric, 2011. "Estimation of objective and risk-neutral distributions based on moments of integrated volatility," Journal of Econometrics, Elsevier, Elsevier, vol. 160(1), pages 22-32, January.
  11. René Garcia, 2009. "The JFEC Invited Lecture at the 2008 SoFiE Conference," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(3), pages 197-198, Summer.
  12. René Garcia, 2009. "Special Issue on "Multivariate Volatility Models"," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(4), pages 339-340, Fall.
  13. Jean-Marie Dufour & René Garcia & Abderrahim Taamouti, 2009. "Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 10(1), pages 124-163, 2012 10 1.
  14. De Vos, Pol & Vanlerberghe, Veerle & Rodriguez, Armando & Garcia, Rene & Bonet, Mariano & Van der Stuyft, Patrick, 2008. "Uses of first line emergency services in Cuba," Health Policy, Elsevier, Elsevier, vol. 85(1), pages 94-104, January.
  15. Fousseni Chabi-Yo & René Garcia & Eric Renault, 2008. "State Dependence Can Explain the Risk Aversion Puzzle," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 21(2), pages 973-1011, April.
  16. René Garcia & Éric Renault & Georges Tsafack, 2007. "Proper Conditioning for Coherent VaR in Portfolio Management," Management Science, INFORMS, INFORMS, vol. 53(3), pages 483-494, March.
  17. René Garcia & Richard Luger, 2007. "The Canadian macroeconomy and the yield curve: an equilibrium-based approach," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 40(2), pages 561-583, May.
  18. Garcia, Rene & Renault, Eric & Semenov, Andrei, 2006. "Disentangling risk aversion and intertemporal substitution through a reference level," Finance Research Letters, Elsevier, Elsevier, vol. 3(3), pages 181-193, September.
  19. Detemple, Jerome & Garcia, Rene & Rindisbacher, Marcel, 2006. "Asymptotic properties of Monte Carlo estimators of diffusion processes," Journal of Econometrics, Elsevier, Elsevier, vol. 134(1), pages 1-68, September.
  20. Garcia, Rene & Meddahi, Nour, 2006. "Comment," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 24, pages 184-192, April.
  21. Jérôme Detemple & René Garcia & Marcel Rindisbacher, 2005. "Asymptotic Properties of Monte Carlo Estimators of Derivatives," Management Science, INFORMS, INFORMS, vol. 51(11), pages 1657-1675, November.
  22. René Garcia & Richard Luger & Éric Renault, 2005. "Viewpoint: Option prices, preferences, and state variables," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 38(1), pages 1-27, February.
  23. Jérôme Detemple & René Garcia & Marcel Rindisbacher, 2005. "Representation formulas for Malliavin derivatives of diffusion processes," Finance and Stochastics, Springer, vol. 9(3), pages 349-367, 07.
  24. Detemple, Jérôme & Garcia, René & Rindisbacher, Marcel, 2005. "Intertemporal asset allocation: A comparison of methods," Journal of Banking & Finance, Elsevier, Elsevier, vol. 29(11), pages 2821-2848, November.
  25. Jér�me B. Detemple & René Garcia & Marcel Rindisbacher, 2003. "A Monte Carlo Method for Optimal Portfolios," Journal of Finance, American Finance Association, American Finance Association, vol. 58(1), pages 401-446, 02.
  26. Garcia, Rene & Luger, Richard & Renault, Eric, 2003. "Empirical assessment of an intertemporal option pricing model with latent variables," Journal of Econometrics, Elsevier, Elsevier, vol. 116(1-2), pages 49-83.
  27. RenÈ Garcia, 2002. "Are the Effects of Monetary Policy Asymmetric?," Economic Inquiry, Western Economic Association International, Western Economic Association International, vol. 40(1), pages 102-119, January.
  28. Garcia, Rene & Bonomo, Marco, 2001. "Tests of conditional asset pricing models in the Brazilian stock market," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(1), pages 71-90, February.
  29. Marco Bonomo & René Garcia, 2001. "The macroeconomic effects of infrequent information with adjustment costs," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 34(1), pages 18-35, February.
  30. Garcia, Rene & Gencay, Ramazan, 2000. "Pricing and hedging derivative securities with neural networks and a homogeneity hint," Journal of Econometrics, Elsevier, Elsevier, vol. 94(1-2), pages 93-115.
  31. Garcia, R. & Ghysels, E. & Renault, E., 2000. "Econometric methods for derivative securities and risk management," Journal of Econometrics, Elsevier, Elsevier, vol. 94(1-2), pages 1-7.
  32. Garcia, Rene & Ghysels, Eric, 1998. "Structural change and asset pricing in emerging markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 17(3), pages 455-473, June.
  33. Garcia, René, 1998. "Modèles d’évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 74(3), pages 467-484, septembre.
  34. Garcia, Rene, 1998. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(3), pages 763-88, August.
  35. René Garcia & �ric Renault, 1998. "A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 8(2), pages 153-161.
  36. Garcia, Rene & Lusardi, Annamaria & Ng, Serena, 1997. "Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 29(2), pages 154-76, May.
  37. Garcia, Rene & Perron, Pierre, 1996. "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-25, February.
  38. Bonomo, Marco & Garcia, Rene, 1996. "Consumption and equilibrium asset pricing: An empirical assessment," Journal of Empirical Finance, Elsevier, Elsevier, vol. 3(3), pages 239-265, September.
  39. Bascuñán, Mauricio & Garcia, René & Poitevin, Michel, 1995. "Information asymétrique, contraintes de liquidité et investissement," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 71(4), pages 398-420, décembre.
  40. Bonomo, Marco & Garcia, Rene, 1994. "Indexation, staggering and disinflation," Journal of Development Economics, Elsevier, Elsevier, vol. 43(1), pages 39-58, February.
  41. Bonomo, Marco & Garcia, Rene, 1994. "Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 9(1), pages 19-29, Jan.-Marc.
  42. Berdegue, J. A. & Installe, M. & Duque, Ch. & Garcia, R. & Quezada, X., 1989. "Application of a simulation software to the analysis of a peasant farming system," Agricultural Systems, Elsevier, Elsevier, vol. 30(4), pages 317-334.
  43. Garcia, René, 1986. "La théorie économique de l’information : exposé synthétique de la littérature," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 62(1), pages 88-109, mars.
  44. Marcel Boyer & Rene Garcia, 1978. "L'effet redistributif de l'inflation de 1969 a 1975 sur les menages canadiens. (With English summary.)," Canadian Public Policy, University of Toronto Press, vol. 4(2), pages 193-212, Spring.
  45. Laffont, Jean-Jacques & Garcia, Rene, 1977. "Disequilibrium Econometrics for Business Loans," Econometrica, Econometric Society, Econometric Society, vol. 45(5), pages 1187-1204, July.

Editor

  1. Journal of Financial Econometrics, Society for Financial Econometrics.

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2011-06-11
  2. NEP-BEC: Business Economics (7) 2005-02-13 2005-04-09 2009-10-17 2010-04-17 2010-10-02 2011-03-05 2011-06-11. Author is listed
  3. NEP-CBA: Central Banking (2) 2009-05-30 2010-07-03
  4. NEP-CFN: Corporate Finance (1) 2004-02-08
  5. NEP-CMP: Computational Economics (2) 2003-04-27 2005-04-09
  6. NEP-ECM: Econometrics (3) 2003-05-12 2004-02-08 2013-01-26
  7. NEP-ETS: Econometric Time Series (4) 2003-04-27 2004-02-08 2006-09-16 2013-01-26
  8. NEP-FIN: Finance (6) 2000-07-03 2004-02-08 2004-12-02 2005-02-13 2005-04-09 2006-09-16. Author is listed
  9. NEP-FMK: Financial Markets (5) 2000-07-03 2004-02-08 2006-09-16 2009-10-17 2011-03-05. Author is listed
  10. NEP-FOR: Forecasting (1) 2013-01-26
  11. NEP-MAC: Macroeconomics (3) 2005-12-01 2009-05-30 2009-10-17
  12. NEP-MON: Monetary Economics (2) 2005-12-01 2009-05-30
  13. NEP-MST: Market Microstructure (2) 2011-03-05 2013-01-26
  14. NEP-PPM: Project, Program & Portfolio Management (1) 2011-06-11
  15. NEP-RMG: Risk Management (7) 2003-04-27 2004-02-08 2005-04-09 2010-04-17 2011-03-05 2011-06-11 2013-01-26. Author is listed
  16. NEP-UPT: Utility Models & Prospect Theory (2) 2009-05-30 2010-10-02

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  28. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  29. Closeness measure in co-authorship network
  30. Betweenness measure in co-authorship network

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