Richard Luger
Names
| first: |
Richard |
| last: |
Luger |
Identifer
Contact
Affiliations
-
Université Laval
/ Faculté des sciences de l'administration
/ Département finance, assurance et immobilier
Research profile
author of:
- Regularizing stock return covariance matrices via multiple testing of correlations (RePEc:arx:papers:2407.09696)
by Richard Luger - Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity (RePEc:bca:bocawp:01-2)
by Richard Luger - On Inflation and the Persistence of Shocks to Output (RePEc:bca:bocawp:01-22)
by Richard Luger & Maral Kichian - Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates (RePEc:bca:bocawp:04-2)
by Richard Luger - The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach (RePEc:bca:bocawp:05-36)
by René Garcia & Richard Luger - Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach (RePEc:bca:bocawp:10-36)
by Sermin Gungor & Richard Luger - Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances (RePEc:bca:bocawp:13-16)
by Sermin Gungor & Richard Luger - Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings (RePEc:bca:bocawp:14-51)
by Sermin Gungor & Richard Luger - Median‐unbiased Estimation and Exact Inference Methods for First‐order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form (RePEc:bla:jtsera:v:27:y:2006:i:1:p:119-128)
by Richard Luger - Markov-switching quantile autoregression: a Gibbs sampling approach (RePEc:bpj:sndecm:v:22:y:2018:i:2:p:0:n:4)
by Liu Xiaochun & Luger Richard - Asymmetric Smiles, Leverage Effects and Structural Parameters (RePEc:cir:cirwor:2001s-01)
by René Garcia & Richard Luger & Eric Renault - Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002) (RePEc:cir:cirwor:2001s-02)
by René Garcia & Richard Luger & Eric Renault - Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates (RePEc:cir:cirwor:2009s-20)
by René Garcia & Richard Luger - Identification-robust moment-based tests for Markov-switching in autoregressive models (RePEc:cir:cirwor:2016s-63)
by Jean-Marie Dufour & Richard Luger - Viewpoint: Option prices, preferences, and state variables (RePEc:cje:issued:v:38:y:2005:i:1:p:1-27)
by René Garcia & Richard Luger & Éric Renault - The Canadian macroeconomy and the yield curve: an equilibrium-based approach (RePEc:cje:issued:v:40:y:2007:i:2:p:561-583)
by René Garcia & Richard Luger - Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis (RePEc:cmf:wpaper:wp2011_1103)
by Luis García-Álvarez & Richard Luger - Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (RePEc:crs:wpaper:2000-56)
by René Garcia & Richard Luger & Eric Renault - Asymmetric Smiles, Leverage Effects and Structural Parameters (RePEc:crs:wpaper:2000-57)
by René Garcia & Richard Luger & Eric Renault - The New Keynesian Phillips Curve: An empirical assessment (RePEc:ecm:nasm04:418)
by Florian PELGRIN & Alain GUAY & Richard LUGER - Efficient estimation of copula-GARCH models (RePEc:eee:csdana:v:53:y:2009:i:6:p:2284-2297)
by Liu, Yan & Luger, Richard - Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (RePEc:eee:csdana:v:56:y:2012:i:11:p:3198-3211)
by Luger, Richard - Unfolded GARCH models (RePEc:eee:dyncon:v:58:y:2015:i:c:p:186-217)
by Liu, Xiaochun & Luger, Richard - An omnibus test for heteroskedasticity (RePEc:eee:ecolet:v:106:y:2010:i:1:p:22-24)
by Luger, Richard - A modified CUSUM test for orthogonal structural changes (RePEc:eee:ecolet:v:73:y:2001:i:3:p:301-306)
by Luger, Richard - Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (RePEc:eee:econom:v:115:y:2003:i:2:p:259-276)
by Luger, Richard - Empirical assessment of an intertemporal option pricing model with latent variables (RePEc:eee:econom:v:116:y:2003:i:1-2:p:49-83)
by Garcia, Rene & Luger, Richard & Renault, Eric - Exact permutation tests for non-nested non-linear regression models (RePEc:eee:econom:v:133:y:2006:i:2:p:513-529)
by Luger, Richard - Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (RePEc:eee:econom:v:218:y:2020:i:2:p:750-770)
by Gungor, Sermin & Luger, Richard - Exact distribution-free tests of mean-variance efficiency (RePEc:eee:empfin:v:16:y:2009:i:5:p:816-829)
by Gungor, Sermin & Luger, Richard - Multiple testing of the forward rate unbiasedness hypothesis across currencies (RePEc:eee:empfin:v:68:y:2022:i:c:p:232-245)
by Fu, Hsuan & Luger, Richard - Identification-robust moment-based tests for Markov-switching in autoregressive models (RePEc:lvl:crrecr:1701)
by Jean-Marie Dufour & Richard Luger - Asymmetric Smiles, Leverage Effects and Structural Parameters (RePEc:mtl:montde:2001-09)
by GARCIA,René & LUGER, Richard & RENAULT, Éric - Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables (RePEc:mtl:montde:2001-10)
by GARCIA,René & LUGER, Richard & RENAULT, Éric - Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models (RePEc:mtl:montec:15-2016)
by Jean-Marie DUFOUR & Richard LUGER - Asymmetric Smiles, Leverage Effects and Structural Parameters (RePEc:mtl:montec:2001-09)
by Garcia, R. & Luger, R. & Renault, E. - Empirical Assessment of an Intertemporal option Pricing Model with Latent variables (RePEc:mtl:montec:2001-10)
by Garcia, R. & Luger, R. & Renault, E. - Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns (RePEc:oup:jfinec:v:19:y:2021:i:4:p:746-788.)
by Sermin Gungor & Richard Luger - Bootstrap Tests Of Mean-Variance Efficiency With Multiple Portfolio Groupings (RePEc:ris:actuec:0112)
by Gungor, Sermin & Luger, Richard - On Inflation and the Persistence of shocks to Output (RePEc:sce:scecf1:184)
by Maral Kichian and Richard Luger, Bank of Canada - The New Keynesian Phillips Curve: An Empirical Assessment (RePEc:sce:scecf4:212)
by Florian PELGRIN & GUAY Alain & LUGER Richard - Book Review: Introducing Monte Carlo Methods with R (RePEc:taf:emetrv:v:30:y:2011:i:4:p:469-474)
by Richard Luger - Identification-robust moment-based tests for Markov switching in autoregressive models (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:713-727)
by Jean-Marie Dufour & Richard Luger - Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach (RePEc:taf:jnlbes:v:31:y:2013:i:1:p:66-77)
by Sermin Gungor & Richard Luger - Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances (RePEc:taf:jnlbes:v:34:y:2016:i:2:p:161-175)
by Sermin Gungor & Richard Luger - Viewpoint: Option prices, preferences, and state variables (RePEc:wly:canjec:v:38:y:2005:i:1:p:1-27)
by René Garcia & Richard Luger & Éric Renault - The Canadian macroeconomy and the yield curve: an equilibrium‐based approach (RePEc:wly:canjec:v:40:y:2007:i:2:p:561-583)
by René Garcia & Richard Luger - Risk aversion, intertemporal substitution, and the term structure of interest rates (RePEc:wly:japmet:v:27:y:2012:i:6:p:1013-1036)
by René Garcia & Richard Luger