Access Statistics for Richard Luger

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 0 1 3 5 27 299
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 1 24 565 11 21 107 2,420
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 1 18 149 2 6 71 644
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note: New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note: Nouvelle version Février 2002) 3 4 7 426 7 15 54 2,115
Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables 1 4 14 70 7 12 40 252
Empirical Assessment of an Intertemporal option Pricing Model with Latent variables 0 0 0 1 2 4 15 164
Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity 3 6 15 202 6 15 46 739
Exact Permutation Tests for Non-nested Non-linear Regression Models 1 4 23 139 5 14 78 602
Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates 1 3 15 137 7 11 53 411
On Inflation and the Persistence of Shocks to Output 0 1 4 66 2 3 11 293
On Inflation and the Persistence of shocks to Output 0 0 0 0 4 6 33 505
Option Prices, Preferences, and State Variables 1 2 14 196 4 5 33 462
The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach 0 2 13 121 4 13 47 388
Total Working Papers 10 28 147 2,073 64 130 615 9,294


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A modified CUSUM test for orthogonal structural changes 0 0 2 17 2 2 5 73
Empirical assessment of an intertemporal option pricing model with latent variables 1 3 10 41 4 6 36 126
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity 0 0 2 34 1 1 7 148
Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form 0 1 10 35 2 4 20 133
Viewpoint: Option prices, preferences, and state variables 0 0 2 19 4 4 7 101
Total Journal Articles 1 4 26 146 13 17 75 581


Statistics updated 2009-12-07