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On Inflation and the Persisten...
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Theory
Econometric and statistical methods
180
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158
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132
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98
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95
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83
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9
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8
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6
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5
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5
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3
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3
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2
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2
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ECONIS (ZBW)
59
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1
On inflation and the persistence of shocks to output
Kichian, Maral
;
Luger, Richard
-
2001
Persistent link: https://www.econbiz.de/10001631390
Saved in:
2
A modified CUSUM test for orthogonal structural changes
Luger, Richard
- In:
Economics letters
73
(
2001
)
3
,
pp. 301-306
Persistent link: https://www.econbiz.de/10001635085
Saved in:
3
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
4
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
5
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Luger, Richard
-
2001
Persistent link: https://www.econbiz.de/10001555177
Saved in:
6
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614493
Saved in:
7
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
8
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
Saved in:
9
Viewpoint: option prices, preferences, and state variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
The Canadian journal of economics
38
(
2005
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10002654852
Saved in:
10
Exact tests of equal forecast accuracy with an application to the term structure of interest rates
Luger, Richard
-
2004
Persistent link: https://www.econbiz.de/10001922385
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