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Feasible weighted projected principal component analysis for semi-parametric factor models
Choi, Sung Hoon, (2023)
Risk vs upside uncertainty : application of quantile regression in investment analysis
Rehman, Seema, (2023)
On the treatment of heteroscedasticity in crop yield data
Ker, Alan P., (2019)
Testing for GARCH effects with quasilikelihood ratios
Luger, Richard, (2014)
Exact permutation tests for non-nested non-linear regression models
Luger, Richard, (2006)
Luger, Richard, (2004)