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Adaptive Testing in ARCH Models
Linton, Oliver, (1995)
Competition in the insurance sector: An application of Boone indicator
Abel, Sanderson, (2021)
Merger negotiations and ex-post regret
Gärtner, Dennis, (2007)
Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity
Steigerwald, Douglas G, (2007)
A Note on the Consumption Function
Steigerwald, Douglas G, (2009)
Private Information and High-Frequency Stochastic Volatility
Kelly, David L., (2003)