Loading...

← Back to Leaderboard

Richard Luger

Global rank #4073 95%

Institution: Université Laval

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 2001

Most Recent: 2025

RePEc ID: plu79 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.01 0.00 0.00 4.02
Last 10 Years 0.00 4.02 0.00 0.00 8.04
All Time 0.00 9.72 2.01 0.00 24.30

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 17.50

Publications (13)

Year Article Journal Tier Authors
2025 Regularizing stock return covariance matrices via multiple testing of correlations Journal of Econometrics A 1
2020 Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects Journal of Econometrics A 2
2016 Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances Journal of Business & Economic Statistics A 2
2015 Unfolded GARCH models Journal of Economic Dynamics and Control B 2
2013 Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach Journal of Business & Economic Statistics A 2
2012 Risk aversion, intertemporal substitution, and the term structure of interest rates Journal of Applied Econometrics B 2
2010 An omnibus test for heteroskedasticity Economics Letters C 1
2007 The Canadian macroeconomy and the yield curve: an equilibrium‐based approach Canadian Journal of Economics C 2
2006 Exact permutation tests for non-nested non-linear regression models Journal of Econometrics A 1
2005 Viewpoint: Option prices, preferences, and state variables Canadian Journal of Economics C 3
2003 Empirical assessment of an intertemporal option pricing model with latent variables Journal of Econometrics A 3
2003 Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity Journal of Econometrics A 1
2001 A modified CUSUM test for orthogonal structural changes Economics Letters C 1