René Garcia

Finance · with Tsafack · 2011

A researcher in the Science corpus: 1 paper; trusts 18 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom René Garcia trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Juan Carlos Meléndez Rodríguez
  2. Denis Pelletier
  3. F. Longin
  4. Eric Jondeau
  5. Steven Heston
  6. Lorenzo Cappiello
  7. Philipp Hartmann
  8. Robert F. Engle
  9. Kjersti Aas
  10. Michael Rockinger

Who trusts René Garcia overall

  1. Andrew J. Patton
  2. Rand Kwong Yew Low
  3. Jamie Alcock
  4. Yanqin Fan
  5. Limin Du
  6. Bing-Yue Liu
  7. R. Faff

Papers from René Garcia's perspective

Ordered by how strongly the researchers René Garcia trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Extreme Correlation of International Equity Markets
  2. Generalized autoregressive conditional heteroskedasticity
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Pair-copula constructions of multiple dependence
  5. Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
  6. A Closed-Form GARCH Option Valuation Model
  7. Measuring financial contagion:a copula approach
  8. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  9. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  10. The Copula-GARCH model of conditional dependencies: An international stock market application

Their papers