Richard Luger

Finance · 2003

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Richard Luger trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jonathan H. Wright
  2. Andrew W. Lo
  3. Jun Pan
  4. J. Shaffer
  5. Y. Bensalah
  6. Don Keim

Who trusts Richard Luger overall

  1. Fousseni Chabi-Yo
  2. D. Bolder

Papers from Richard Luger's perspective

Ordered by how strongly the researchers Richard Luger trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Nonparametric Risk Management and Implied Risk Aversion
  3. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  4. Alternative Variance-Ratio Tests Using Ranks and Signs
  5. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  6. The Behavior of Stock-Market Prices
  7. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  9. ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS
  10. Introduction to Statistical Time Series.

Their papers