Narrow search
Showing 1 - 4 of 4
Cover Image
Exact distribution-free tests of mean-variance efficiency
Gungor, Sermin; Luger, Richard - In: Journal of empirical finance 16 (2009) 5, pp. 816-829
Persistent link: https://www.econbiz.de/10003900411
Cover Image
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
Cover Image
An omnibus test for heteroskedasticity
Luger, Richard - In: Economics letters 106 (2010) 1, pp. 22-24
Persistent link: https://www.econbiz.de/10003931126
Cover Image
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Luger, Richard - 2001
Persistent link: https://www.econbiz.de/10001555177