Richard Luger

Available identifiers

Publication	Date of Publication	Type
Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach	2025-01-20	Paper
Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances	2025-01-20	Paper
Markov-switching quantile autoregression: a Gibbs sampling approach	2023-03-30	Paper
Identification-robust moment-based tests for Markov switching in autoregressive models	2022-06-08	Paper
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects	2021-02-09	Paper
Unfolded GARCH models	2018-08-13	Paper
Exact permutation tests for non-nested non-linear regression models	2016-04-25	Paper
Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations	2012-12-30	Paper
Efficient estimation of copula-GARCH models	2010-03-30	Paper
Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form	2007-05-29	Paper
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity	2003-08-07	Paper
Empirical assessment of an intertemporal option pricing model with latent variables.	2003-08-07	Paper
A modified CUSUM test for orthogonal structural changes	2002-03-03	Paper

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