Concepedia
Statistics
Publications
14
Citations
396
H-Index
12
Active since
2001
Affiliations
Bank of Canada(Current)
Emory University
Georgia State University
Université Laval
Université de Montréal
Richard Luger is an author at Bank of Canada specializing in statistics, statistical inference, and econometrics.
Top concepts
StatisticsStatistical InferenceFinanceBusinessEconomicsEconometricsAsset PricingEconomic AnalysisEmpirical FinanceFinancial Economics
Publications per year
2001–2021
Empirical assessment of an intertemporal option pricing model with latent variables
René García, Richard Luger, Éric Renault · Journal of Econometrics · 2003 · 132 citations
Economics, Option Pricing, Financial Economics +12
Efficient estimation of copula-GARCH models
Yan Liu, Richard Luger · Computational Statistics & Data Analysis · 2008 · 48 citations
Parameter Estimation, Engineering, Copula-garch Models +4
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity
Richard Luger · Journal of Econometrics · 2003 · 40 citations
Econometric Model, Exact Non-parametric Tests, Unknown Drift +7
The Canadian macroeconomy and the yield curve: an equilibrium‐based approach
René García, Richard Luger · Canadian Journal of Economics/Revue canadienne d économique · 2007 · 23 citations
Empirical Finance, Preferred Equilibrium Model, Economics +15
Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach
Sermin Gungor, Richard Luger · Journal of Business and Economic Statistics · 2012 · 22 citations · Full text
Empirical Finance, Financial Mathematics, Pricing Policy +18
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