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 1 1 2 396
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 0 10 2 3 3 401
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 0 171 0 0 2 777
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 0 589 0 0 5 2,594
Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach 0 0 0 24 1 1 1 87
Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings 0 0 0 28 0 0 1 61
Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis 0 0 0 36 0 1 3 175
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables 0 0 0 8 0 0 0 291
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note: Nouvelle version Février 2002) 0 0 0 442 0 0 1 2,274
Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables 0 0 0 84 1 1 4 355
Empirical Assessment of an Intertemporal option Pricing Model with Latent variables 0 0 0 1 0 0 0 244
Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity 0 0 1 233 0 1 2 904
Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates 0 0 0 163 1 2 2 526
Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models 0 0 0 15 0 1 2 48
Identification-robust moment-based tests for Markov-switching in autoregressive models 0 0 0 32 3 4 5 42
Identification-robust moment-based tests for Markov-switching in autoregressive models 0 0 0 32 0 0 2 45
Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances 0 0 0 35 0 0 0 107
On Inflation and the Persistence of Shocks to Output 0 0 0 79 0 0 0 355
On Inflation and the Persistence of shocks to Output 0 0 0 0 1 1 2 633
Regularizing stock return covariance matrices via multiple testing of correlations 0 0 0 11 0 1 5 11
Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates 0 0 0 85 1 2 2 289
Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects 0 0 0 24 0 0 0 4
The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach 0 0 0 152 0 0 0 590
The New Keynesian Phillips Curve: An Empirical Assessment 0 0 0 2 1 1 3 436
The New Keynesian Phillips Curve: An empirical assessment 0 0 1 211 0 1 4 568
Total Working Papers 0 0 2 2,468 12 21 51 12,213

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 32 2 2 5 107
An omnibus test for heteroskedasticity 0 0 0 37 6 6 7 112
BOOTSTRAP TESTS OF MEAN-VARIANCE EFFICIENCY WITH MULTIPLE PORTFOLIO GROUPINGS 0 0 0 2 0 0 1 38
Book Review: Introducing Monte Carlo Methods with R 0 0 0 20 2 2 2 75
Efficient estimation of copula-GARCH models 1 1 2 163 1 1 5 370
Empirical assessment of an intertemporal option pricing model with latent variables 0 0 0 89 0 2 4 301
Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns* 0 0 0 0 0 0 2 10
Exact distribution-free tests of mean-variance efficiency 0 0 0 24 2 2 3 116
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity 0 0 0 49 1 1 3 222
Exact permutation tests for non-nested non-linear regression models 0 0 0 29 0 1 2 163
Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations 0 0 1 8 0 0 1 47
Identification-robust moment-based tests for Markov switching in autoregressive models 0 0 0 0 2 3 6 23
Markov-switching quantile autoregression: a Gibbs sampling approach 0 0 2 24 0 0 5 100
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 0 0 0 9
Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances 0 0 0 18 0 0 3 85
Regularizing stock return covariance matrices via multiple testing of correlations 0 0 0 0 0 0 1 1
Risk aversion, intertemporal substitution, and the term structure of interest rates 0 0 0 0 0 1 3 76
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects 0 0 0 1 2 2 7 32
Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach 0 0 0 30 2 2 2 87
Testing for GARCH effects with quasilikelihood ratios 0 0 0 0 0 0 0 0
The Canadian macroeconomy and the yield curve: an equilibrium-based approach 0 0 0 21 0 0 0 167
The Canadian macroeconomy and the yield curve: an equilibrium‐based approach 0 0 0 0 2 2 2 11
Unfolded GARCH models 0 0 0 19 2 3 5 98
Viewpoint: Option prices, preferences, and state variables 0 0 0 0 0 0 0 7
Viewpoint: Option prices, preferences, and state variables 0 0 0 29 1 1 1 152
Total Journal Articles 1 1 7 637 25 31 71 2,577

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Statistics updated 2025-11-08