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CIRANO Publications by Richard Luger

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CS

Identification-robust moment-based tests for Markov-switching in autoregressive models

Jean-Marie Dufour and Richard Luger

Competition and Simulation
CS

Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates

René Garcia and Richard Luger

Simulation
CS

Asymmetric Smiles, Leverage Effects and Structural Parameters

René Garcia, Richard Luger and Eric Renault

Simulation
CS

Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)

René Garcia, Richard Luger and Eric Renault

Simulation

Identification-robust moment-based tests for Markov-switching in autoregressive models

Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates

Asymmetric Smiles, Leverage Effects and Structural Parameters

Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)

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