What is he best known for?
The fields of study he is best known for:
- Statistics
- Neuroscience
- Macroeconomics
René Garcia mainly focuses on Econometrics, Neuroscience, Interest rate, Capital asset pricing model and Market liquidity.
His Econometrics research integrates issues from Asset, Real interest rate and Risk aversion.
His research investigates the link between Neuroscience and topics such as Recall that cross with problems in Amygdala, Conditioning, Stimulus, Fear conditioning and Dissociation.
René Garcia combines subjects such as Stochastic process, Financial system, Volatility, Portfolio and Martingale with his study of Interest rate.
His Capital asset pricing model research is multidisciplinary, relying on both Market sentiment, Microeconomics and Risk premium.
His work deals with themes such as Latent variable, Strike price, Stochastic volatility, Mathematical economics and Homogeneity, which intersect with Black–Scholes model.
His most cited work include:
- An Analysis of the Real Interest rate Under Regime Shifts (649 citations)
- Asymptotic null distribution of the likelihood ratio test in Markov switching models (463 citations)
- A Monte Carlo Method for Optimal Portfolios (260 citations)
What are the main themes of his work throughout his whole career to date?
René Garcia spends much of his time researching Econometrics, Capital asset pricing model, Financial economics, Portfolio and Mathematical economics.
His study involves Stochastic discount factor, Stochastic volatility, Volatility, Implied volatility and Valuation of options, a branch of Econometrics.
The Capital asset pricing model study combines topics in areas such as Market liquidity, Microeconomics and Risk aversion.
His Portfolio research is multidisciplinary, incorporating elements of Financial risk management, Value at risk and Predictability.
He has included themes like Monte Carlo method and Asset allocation in his Mathematical economics study.
René Garcia works mostly in the field of Monte Carlo method, limiting it down to concerns involving Calculus and, occasionally, Estimator.
He most often published in these fields:
- Econometrics (40.40%)
- Capital asset pricing model (15.66%)
- Financial economics (13.64%)
What were the highlights of his more recent work (between 2012-2021)?
- Econometrics (40.40%)
- Nonparametric statistics (7.07%)
- Volatility (9.09%)
In recent papers he was focusing on the following fields of study:
His primary areas of study are Econometrics, Nonparametric statistics, Volatility, Portfolio and Tail risk.
His research on Econometrics focuses in particular on Capital asset pricing model.
His Nonparametric statistics study incorporates themes from Asymptotic theory, Estimator, Linear regression, Relevance and Benchmark.
The Volatility risk and Volatility risk premium research he does as part of his general Volatility study is frequently linked to other disciplines of science, such as Financial market, therefore creating a link between diverse domains of science.
His Portfolio research incorporates themes from Elasticity and Risk premium.
He has researched Tail risk in several fields, including Risk-neutral measure and Monetary economics.
Between 2012 and 2021, his most popular works were:
- Neurobiology of fear and specific phobias. (39 citations)
- A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns (28 citations)
- Economic Implications of Nonlinear Pricing Kernels (27 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Macroeconomics
- Neuroscience
René Garcia mainly investigates Econometrics, Neuroscience, Fear conditioning, Volatility and Stimulation.
In his work, René Garcia performs multidisciplinary research in Econometrics and Variance.
The Neuroscience study which covers Conditioning that intersects with Prefrontal cortex.
His Fear conditioning study deals with Hippocampus intersecting with Contextual fear and Animal studies.
His research integrates issues of Equity premium puzzle, Risk premium and Portfolio in his study of Volatility risk premium.
His studies in Capital asset pricing model integrate themes in fields like Skewness, Statistical dispersion and Nonlinear pricing.
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