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Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin; Luger, Richard - In: Journal of econometrics 218 (2020) 2, pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
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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/10001768298
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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/10003359557
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Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Eric - In: Journal of econometrics 116 (2003) 1/2, pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
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Exact permutation tests for non-nested non-linear regression models
Luger, Richard - In: Journal of econometrics 133 (2006) 2, pp. 513-530
Persistent link: https://www.econbiz.de/10007287911
Cover Image
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Eric - In: Journal of econometrics 116 (2003) 1, pp. 49-84
Persistent link: https://www.econbiz.de/10006761944
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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/10006762353