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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
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Markov-switching quantile autoregression : a Gibbs sampling approach
Liu, Xiaochun; Luger, Richard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10011897360
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Asymmetic smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001549285
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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
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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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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
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Asymmetric smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Eric - 2001
Persistent link: https://www.econbiz.de/10001614502
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On inflation and the persistence of shocks to output
Kichian, Maral; Luger, Richard - 2001
Persistent link: https://www.econbiz.de/10001631390
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Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Luger, Richard - 2001
Persistent link: https://www.econbiz.de/10001555177
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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