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 0 589 3 5 10 2,599
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 0 1 1 3 4 399
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 0 171 7 10 12 787
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 0 10 3 6 9 407
Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach 0 0 0 24 4 4 5 91
Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings 0 0 0 28 2 3 4 64
Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis 0 0 0 36 2 3 5 178
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables 0 0 0 8 3 4 4 295
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note: Nouvelle version Février 2002) 0 0 0 442 4 7 7 2,281
Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables 0 0 0 84 3 8 12 363
Empirical Assessment of an Intertemporal option Pricing Model with Latent variables 0 0 0 1 3 7 7 251
Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity 0 0 0 233 4 8 9 912
Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates 0 0 0 163 4 8 10 534
Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models 0 0 0 15 2 4 6 52
Identification-robust moment-based tests for Markov-switching in autoregressive models 0 0 0 32 3 4 5 49
Identification-robust moment-based tests for Markov-switching in autoregressive models 0 0 0 32 6 11 16 53
Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances 0 0 0 35 3 3 3 110
On Inflation and the Persistence of Shocks to Output 0 0 0 79 6 9 9 364
On Inflation and the Persistence of shocks to Output 0 0 0 0 9 12 13 645
Regularizing stock return covariance matrices via multiple testing of correlations 0 0 0 11 3 7 9 18
Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates 0 0 0 85 3 6 8 295
Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects 0 0 0 24 2 6 6 10
The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach 0 0 0 152 2 6 6 596
The New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 2 2 4 6 440
The New Keynesian Phillips Curve: An empirical assessment 0 0 1 211 23 28 32 596
Total Working Papers 0 0 1 2,468 107 176 217 12,389

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 1 32 1 2 6 109
An omnibus test for heteroskedasticity 0 0 0 37 2 3 10 115
BOOTSTRAP TESTS OF MEAN-VARIANCE EFFICIENCY WITH MULTIPLE PORTFOLIO GROUPINGS 0 0 0 2 3 7 8 45
Book Review: Introducing Monte Carlo Methods with R 0 0 0 20 4 5 7 80
Efficient estimation of copula-GARCH models 0 0 2 163 5 7 10 377
Empirical assessment of an intertemporal option pricing model with latent variables 0 0 0 89 2 5 8 306
Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns* 0 0 0 0 2 3 4 13
Exact distribution-free tests of mean-variance efficiency 0 0 0 24 4 4 7 120
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity 0 0 0 49 1 5 6 227
Exact permutation tests for non-nested non-linear regression models 0 0 0 29 0 1 3 164
Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations 0 0 1 8 5 10 11 57
Identification-robust moment-based tests for Markov switching in autoregressive models 0 0 0 0 4 10 16 33
Markov-switching quantile autoregression: a Gibbs sampling approach 1 2 3 26 4 11 13 111
Median‐unbiased Estimation and Exact Inference Methods for First‐order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form 0 0 0 39 0 0 1 168
Multiple testing of the forward rate unbiasedness hypothesis across currencies 0 0 0 3 6 7 7 16
Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances 0 0 0 18 3 7 9 92
Regularizing stock return covariance matrices via multiple testing of correlations 0 0 0 0 6 10 11 11
Risk aversion, intertemporal substitution, and the term structure of interest rates 0 0 0 0 5 9 12 85
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects 0 0 0 1 0 3 10 35
Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach 0 0 0 30 1 5 7 92
Testing for GARCH effects with quasilikelihood ratios 0 0 0 0 1 2 2 2
The Canadian macroeconomy and the yield curve: an equilibrium-based approach 0 0 0 21 0 2 2 169
The Canadian macroeconomy and the yield curve: an equilibrium‐based approach 0 0 0 0 1 3 5 14
Unfolded GARCH models 0 0 0 19 2 3 7 101
Viewpoint: Option prices, preferences, and state variables 0 0 0 29 2 3 4 155
Viewpoint: Option prices, preferences, and state variables 0 0 0 0 1 4 4 11
Total Journal Articles 1 2 7 639 65 131 190 2,708

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Statistics updated 2026-02-12