An omnibus test for heteroskedasticity

von Luger, Richard
Veröffentlicht in Economics letters (2010)

Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity

von Luger, Richard
Veröffentlicht in Journal of econometrics (2003)

A modified CUSUM test for orthogonal structural changes

von Luger, Richard
Veröffentlicht in Economics letters (2001)

Exact permutation tests for non-nested non-linear regression models

von Luger, Richard
Veröffentlicht in Journal of econometrics (2006)

Testing for GARCH effects with quasilikelihood ratios

von Luger, Richard
Veröffentlicht in Journal of risk (2014)

Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances

von Gungor, Sermin
Veröffentlicht in Journal of business & economic statistics (2016)

Exact distribution-free tests of mean-variance efficiency

von Gungor, Sermin
Veröffentlicht in Journal of empirical finance (2009)

Risk aversion, intertemporal substitution, and the term structure of interest rates

von Garcia, René
Veröffentlicht in Journal of applied econometrics (2012)

Bootstrap tests of mean-variance efficiency with multiple portfolio groupings

von Gungor, Sermin
Veröffentlicht in L' Actualité économique (-2015)

Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects

von Gungor, Sermin
Veröffentlicht in Journal of econometrics (2020)

The Canadian macroeconomy and the yield curve : an equilibrium-based approach

von Garcia, René
Veröffentlicht 2005

The Canadian macroeconomy and the yield curve : an equilibrium-based approach

von Garcia, René
Veröffentlicht in The Canadian journal of economics (2007)

Testing linear factor pricing models with large cross sections : a distribution-free approach

von Gungor, Sermin
Veröffentlicht in Journal of business & economic statistics (2013)

Multiple testing of the forward rate unbiasedness hypothesis across currencies

von Fu, Hsuan
Veröffentlicht in Journal of empirical finance (2022)

Unfolded GARCH models

von Liu, Xiaochun
Veröffentlicht in Journal of economic dynamics & control (2015)

Identification-robust moment-based tests for Markov switching in autoregressive models

von Dufour, Jean-Marie
Veröffentlicht in Econometric reviews (2017)

Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity

von Luger, Richard
Veröffentlicht 2001

Exact tests of equal forecast accuracy with an application to the term structure of interest rates

von Luger, Richard
Veröffentlicht 2004

Empirical assessment of an intertemporal option pricing model with latent variables

von Garcia, René
Veröffentlicht 2000

Empirical assessment of an intertemporal option pricing model with latent variables

von Garcia, René
Veröffentlicht 2001