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Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, Rene; Luger, Richard; Renault, Eric - In: Journal of Econometrics 116 (2003) 1-2, pp. 49-83
Persistent link: https://www.econbiz.de/10005285359
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Exact permutation tests for non-nested non-linear regression models
Luger, Richard - In: Journal of Econometrics 133 (2006) 2, pp. 513-529
Persistent link: https://www.econbiz.de/10005285729
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Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Luger, Richard - In: Journal of Econometrics 115 (2003) 2, pp. 259-276
Persistent link: https://www.econbiz.de/10005238988