Richard Luger

477 total citations
27 papers, 267 citations indexed

About

Richard Luger is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Richard Luger has authored 27 papers receiving a total of 267 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 18 papers in General Economics, Econometrics and Finance and 15 papers in Economics and Econometrics. Recurrent topics in Richard Luger's work include Monetary Policy and Economic Impact (18 papers), Financial Risk and Volatility Modeling (12 papers) and Financial Markets and Investment Strategies (6 papers). Richard Luger is often cited by papers focused on Monetary Policy and Economic Impact (18 papers), Financial Risk and Volatility Modeling (12 papers) and Financial Markets and Investment Strategies (6 papers). Richard Luger collaborates with scholars based in Canada, United States and France. Richard Luger's co-authors include René García, Éric Renault, Yan Liu, Jean‐Marie Dufour and Florian Pelgrin and has published in prestigious journals such as Journal of Econometrics, Journal of Business and Economic Statistics and Economics Letters.

In The Last Decade

Richard Luger

24 papers receiving 249 citations

Peers

Richard Luger

FINAN

GEEF

MSOR

Joanna Jasiak Canada

Jefirey R. Russell United States

Wagner Piazza Gaglianone Brazil

Eric Schaanning Switzerland

Cem Çakmaklı Netherlands

Silja Kinnebrock United Kingdom

David Jamieson Bolder Canada

Les Vosper Switzerland

Eduardo Rossi Italy

Natalia Sizova United States

Joanna Jasiak Canada

Richard Luger

191 ×0.9

FINAN

127 ×0.9

59 ×0.6

GEEF

20 ×0.5

25 ×1.3

MSOR

Citations per year, relative to Richard Luger Richard Luger (= 1×) peers Joanna Jasiak

Countries citing papers authored by Richard Luger

Since Specialization

Citations

This map shows the geographic impact of Richard Luger's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Richard Luger with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Richard Luger more than expected).

Fields of papers citing papers by Richard Luger

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Richard Luger. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Richard Luger. The network helps show where Richard Luger may publish in the future.

Co-authorship network of co-authors of Richard Luger

This figure shows the co-authorship network connecting the top 25 collaborators of Richard Luger. A scholar is included among the top collaborators of Richard Luger based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Richard Luger. Richard Luger is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Luger, Richard, et al.. (2025). Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting. International Journal of Forecasting.

Luger, Richard, et al.. (2022). Multiple testing of the forward rate unbiasedness hypothesis across currencies. Journal of Empirical Finance. 68. 232–245. 1 indexed citations

Dufour, Jean‐Marie & Richard Luger. (2020). Identication-robust moment-based tests for Markov switching in autoregressive models. Corpus Université Laval (Université Laval). 1 indexed citations

Luger, Richard, et al.. (2020). Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. Journal of Econometrics. 218(2). 750–770. 5 indexed citations

Luger, Richard, et al.. (2017). Markov-switching quantile autoregression: a Gibbs sampling approach. Studies in Nonlinear Dynamics and Econometrics. 22(2). 5 indexed citations

Luger, Richard, et al.. (2017). Exact Inference in Predictive Quantile Regressions with an Application to Stock Returns. SSRN Electronic Journal. 1 indexed citations

Luger, Richard, et al.. (2016). Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings. L Actualité économique. 91(1-2). 35–65. 2 indexed citations

Luger, Richard, et al.. (2015). Unfolded GARCH models. Journal of Economic Dynamics and Control. 58. 186–217. 16 indexed citations

Luger, Richard, et al.. (2012). Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach. Journal of Business and Economic Statistics. 31(1). 66–77. 15 indexed citations

10.

Luger, Richard, et al.. (2011). Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis. RePEc: Research Papers in Economics. 1. 7 indexed citations

11.

García, René & Richard Luger. (2011). Risk aversion, intertemporal substitution, and the term structure of interest rates. Journal of Applied Econometrics. 27(6). 1013–1036. 2 indexed citations

12.

Luger, Richard. (2011). Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations. Computational Statistics & Data Analysis. 56(11). 3198–3211. 8 indexed citations

13.

Liu, Yan & Richard Luger. (2008). Efficient estimation of copula-GARCH models. Computational Statistics & Data Analysis. 53(6). 2284–2297. 33 indexed citations

14.

García, René & Richard Luger. (2007). The Canadian macroeconomy and the yield curve: an equilibrium‐based approach. Canadian Journal of Economics/Revue canadienne d économique. 40(2). 561–583. 11 indexed citations

15.

Luger, Richard. (2006). Median‐unbiased Estimation and Exact Inference Methods for First‐order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form. Journal of Time Series Analysis. 27(1). 119–128. 3 indexed citations

16.

García, René, Richard Luger, & Éric Renault. (2005). Viewpoint: Option prices, preferences, and state variables. Canadian Journal of Economics/Revue canadienne d économique. 38(1). 1–27. 3 indexed citations

17.

Luger, Richard. (2005). Exact permutation tests for non-nested non-linear regression models. Journal of Econometrics. 133(2). 513–529. 7 indexed citations

18.

Pelgrin, Florian, et al.. (2004). The New Keynesian Phillips Curve: An empirical assessment. RePEc: Research Papers in Economics.

19.

García, René, Richard Luger, & Éric Renault. (2003). Empirical assessment of an intertemporal option pricing model with latent variables. Journal of Econometrics. 116(1-2). 49–83. 82 indexed citations

20.

Luger, Richard. (2001). A modified CUSUM test for orthogonal structural changes. Economics Letters. 73(3). 301–306. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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