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Disambiguation of "Luger, Richard"

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Empirical assessment of an intertemporal option pricing model with latent variables

, , and . Journal of Econometrics, 116 (1-2): 49--83 (00 2003)

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Verena Luger

Martin Lügering

Frank Lugert

Sebastian Luger

Max Luger

 

Other publications of authors with the same name

Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity. Journal of Econometrics, 115 (2): 259--276 (August 2003)Exact permutation tests for non-nested non-linear regression models. Journal of Econometrics, 133 (2): 513--529 (August 2006)A modified CUSUM test for orthogonal structural changes. Economics Letters, 73 (3): 301--306 (December 2001)Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form. Journal of Time Series Analysis, 27 (1): 119--128 (Jan 1, 2006)doi: 10.1111/j.1467-9892.2005.00456.x.Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations.. Comput. Stat. Data Anal., 56 (11): 3198-3211 (2012)Efficient estimation of copula-GARCH models., and . Comput. Stat. Data Anal., 53 (6): 2284-2297 (2009)Empirical assessment of an intertemporal option pricing model with latent variables, , and . Journal of Econometrics, 116 (1-2): 49--83 (00 2003)