Richard Luger
Names
first:  Richard 
last:  Luger 
Affiliations

Université Laval
→ Faculté des sciences de l'administration
→ Département finance, assurance et immobilier
 website
 location: Québec, Canada
Research profile
author of:

Exact NonParametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity
by Richard Luger 
Asymmetric Smiles, Leverage Effects and Structural Parameters.
by Garcia, R. & Luger, R. & Renault, E. 
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)
by René Garcia & Richard Luger & Éric Renault 
Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables
by GARCIA, René & LUGER, Richard & RENAULT, Éric 
Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
by Richard Luger 
A modified CUSUM test for orthogonal structural changes
by Luger, Richard 
Asymmetric Smiles, Leverage Effects and Structural Parameters
by René Garcia & Richard Luger & Éric Renault 
Asymmetric Smiles, Leverage Effects and Structural Parameters.
by GARCIA, René & LUGER, Richard & RENAULT, Éric 
On Inflation and the Persistence of shocks to Output
by Maral Kichian and Richard Luger, Bank of Canada 
On Inflation and the Persistence of Shocks to Output
by Richard Luger & Maral Kichian 
Empirical Assessment of an Intertemporal option Pricing Model with Latent variables.
by Garcia, R. & Luger, R. & Renault, E. 
Empirical assessment of an intertemporal option pricing model with latent variables
by Garcia, Rene & Luger, Richard & Renault, Eric 
Viewpoint: Option prices, preferences, and state variables
by René Garcia & Richard Luger & Éric Renault 
The Canadian Macroeconomy and the Yield Curve: An EquilibriumBased Approach
by René Garcia & Richard Luger 
Exact nonparametric tests for a random walk with unknown drift under conditional heteroscedasticity
by Luger, Richard 
Median‐unbiased Estimation and Exact Inference Methods for First‐order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form
by Richard Luger 
Exact distributionfree tests of meanvariance efficiency
by Gungor, Sermin & Luger, Richard 
Efficient estimation of copulaGARCH models
by Liu, Yan & Luger, Richard 
Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates
by René Garcia & Richard Luger 
Exact permutation tests for nonnested nonlinear regression models
by Luger, Richard 
The Canadian macroeconomy and the yield curve: an equilibriumbased approach
by René Garcia & Richard Luger 
An omnibus test for heteroskedasticity
by Luger, Richard 
The New Keynesian Phillips Curve: An empirical assessment
by Florian PELGRIN & Alain GUAY & Richard LUGER 
Book Review: Introducing Monte Carlo Methods with R
by Richard Luger 
Testing Linear Factor Pricing Models With Large Cross Sections: A DistributionFree Approach
by Sermin Gungor & Richard Luger 
Risk aversion, intertemporal substitution, and the term structure of interest rates
by René Garcia & Richard Luger 
Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis
by Luis GarcíaÁlvarez & Richard Luger 
Finitesample bootstrap inference in GARCH models with heavytailed innovations
by Luger, Richard 
The New Keynesian Phillips Curve: An Empirical Assessment
by Florian PELGRIN & GUAY Alain & LUGER Richard 
Bank Testing Linear Factor Pricing Models with Large CrossSections: A DistributionFree Approach
by Sermin Gungor & Richard Luger 
Multivariate Tests of MeanVariance Efficiency and Spanning with a Large Number of Assets and TimeVarying Covariances
by Sermin Gungor & Richard Luger 
Unfolded GARCH models
by Liu, Xiaochun & Luger, Richard 
Bootstrap Tests of MeanVariance Efficiency with Multiple Portfolio Groupings
by Sermin Gungor & Richard Luger 
BOOTSTRAP TESTS OF MEANVARIANCE EFFICIENCY WITH MULTIPLE PORTFOLIO GROUPINGS
by Gungor, Sermin & Luger, Richard 
Identificationrobust momentbased tests for Markovswitching in autoregressive models
by JeanMarie Dufour & Richard Luger 
Identificationrobust momentbased tests for Markovswitching in autoregressive models
by JeanMarie Dufour & Richard Luger 
IdentificationRobust MomentBased Tests for MarkovSwitching in Autoregressive Models
by JeanMarie DUFOUR & Richard LUGER 
Multivariate Tests of MeanVariance Efficiency and Spanning With a Large Number of Assets and TimeVarying Covariances
by Sermin Gungor & Richard Luger 
Markovswitching quantile autoregression: a Gibbs sampling approach
by Liu Xiaochun & Luger Richard 
Identificationrobust momentbased tests for Markov switching in autoregressive models
by JeanMarie Dufour & Richard Luger 
Asymmetric Smiles, Leverage Effects and Structural Parameters
by René Garcia & Richard Luger & Eric Renault 
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables
by René Garcia & Richard Luger & Eric Renault