Richard
Luger

Publications

Articles

• Liu, X., & Luger, R. (2025). Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting. International Journal of Forecasting. DOI : 10.1016/j.ijforecast.2025.12.002
• Luger, R. (2025). Regularizing stock return covariance matrices via multiple testing of correlations. Journal of Econometrics, 105753. DOI : 10.1016/j.jeconom.2024.105753
• Fu, H., & Luger, R. (2022). Multiple testing of the forward rate unbiasedness hypothesis across currencies. Journal of Empirical Finance, 68, 232-245. DOI : 10.1016/j.jempfin.2022.07.005
• Gungor, S., & Luger, R. (2021). Exact inference in long-horizon predictive quantile regressions with an application to stock returns. Journal of Financial Econometrics, 19(4), 746-788. DOI : 10.1093/jjfinec/nbz017
• Gungor, S., & Luger, R. (2020). Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. Journal of Econometrics, 218(2), 750-770. DOI : 10.1016/j.jeconom.2020.04.037
• Liu, X., & Luger, R. (2018). Markov-switching quantile autoregression: A Gibbs sampling approach. Studies in Nonlinear Dynamics and Econometrics, 22(2), 1-33. DOI : 10.1515/snde-2016-0078
• Dufour, J. M., & Luger, R. (2017). Identification-robust moment-based tests for Markov switching in autoregressive models. Econometric Reviews, 36(6-9), 713-727. DOI : 10.1080/07474938.2017.1307548
• Gungor, S., & Luger, R. (2016). Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances. Journal of Business & Economic Statistics, 34(2), 161-175. DOI : 10.1080/07350015.2015.1019510
• Liu, X., & Luger, R. (2015). Unfolded GARCH Models. Journal of Economic Dynamics and Control, 58, 186-217. DOI : 10.1016/j.jedc.2015.06.007
• Gungor, S., & Luger, R. (2015). Bootstrap Tests of Mean-Variance Efficiency With Multiple Portfolio Groupings. L'Actualité économique, 91(1-2), 35-65. DOI : 10.7202/1036913ar
• Luger, R. (2014). Testing for GARCH effects with quasilikelihood ratios. The Journal of Risk, 16(4), 23-59. DOI : 10.21314/JOR.2014.286
• Gungor, S., & Luger, R. (2013). Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach. Journal of Business & Economic Statistics, 31(1), 66-77. DOI : 10.1080/07350015.2012.740435
• Luger, R. (2012). Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations. Computational Statistics & Data Analysis, 56(11), 3198-3211. DOI : 10.1016/j.csda.2011.08.008
• Garcia, R., & Luger, R. (2012). Risk aversion, intertemporal substitution, and the term structure of interest rates. Journal of Applied Econometrics, 27(6), 1013-1036. DOI : 10.1002/jae.1247
• Luger, R. (2010). An omnibus test for heteroskedasticity. Economics Letters, 106(1), 22-24. DOI : 10.1016/j.econlet.2009.09.014
• Gungor, S., & Luger, R. (2009). Exact distribution-free tests of mean-variance efficiency. Journal of Empirical Finance, 16(5), 816-829. DOI : 10.1016/j.jempfin.2009.06.003
• Liu, Y., & Luger, R. (2009). Efficient estimation of copula-GARCH models. Computational Statistics & Data Analysis, 53(6), 2284-2297. DOI : 10.1016/j.csda.2008.01.018
• Garcia, R., & Luger, R. (2007). The Canadian macroeconomy and the yield curve: An equilibrium-based approach. Canadian Journal of Economics, 40(2), 561-583. DOI : 10.1111/j.1540-5982.2007.00421.x
• Luger, R. (2006). Exact permutation tests for non-nested non-linear regression models. Journal of Econometrics, 133(2), 513-529. DOI : 10.1016/j.jeconom.2005.06.005
• Luger, R. (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. DOI : 10.1111/j.1467-9892.2005.00456.x
• Garcia, R., Luger, R., & Renault, É. (2005). Viewpoint: Option prices, preferences, and state variables. Canadian Journal of Economics, 38(1), 1-27. DOI : 10.1111/j.0008-4085.2005.00266.x
• Garcia, R., Luger, R., & Renault, É. (2003). Empirical assessment of an intertemporal option pricing model with latent variables. Journal of Econometrics, 116(1-2), 49-83. DOI : 10.1016/S0304-4076(03)00103-9
• Luger, R. (2003). Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity. Journal of Econometrics, 115(2), 259-276. DOI : 10.1016/S0304-4076(03)00097-6
• Guay, A., Luger, R., & Zhu, Z. (2003). The new Phillips curve in Canada. Price Adjustment and Monetary Policy - Bank of Canada, 59-94.
• Luger, R. (2001). A modified CUSUM test for orthogonal structural changes. Economics Letters, 73(3), 301-306. DOI : 10.1016/S0165-1765(01)00497-9

Communications dans une conférence avec actes

• Luger, R. (2012). Testing for GARCH Effects: An Exact Procedure Based on Quasi-Likelihood Ratios. Proceedings of the 2012 North American Summer Meeting of the Econometric Society, Evanston, Etats-Unis d'Amérique.
• García-Álvarez, L., & Luger, R. (2011). Dynamic Correlations, Estimation Risk, and Portfolio Management During the Financial Crisis. Proceedings of the Northern Finance Association Conference 2011, Vancouver, Canada.
• Gungor, S., & Luger, R. (2011). Testing Linear Factor Pricing Models With Large Cross-Sections: A Distribution-Free Approach. Proceedings of the 2011 North American Summer Meeting of the Econometric Society - Washington University, St. Louis, Etats-Unis d'Amérique.
• Gungor, S., & Luger, R. (2010). Testing Linear Factor Pricing Modes With Large Cross-Sections: A Distribution-Free Approach. Proceedings of the 20th Annual Meetings of the Midwest Econometrics Group - Washington University, St. Louis, Etats-Unis d'Amérique.
• Guay, A., Luger, R., & Zhu, Z. (2002). The New Phillips Curve in Canada. Proceedings of the Price Adjustment and Monetary Policy 2002 Conference - Bank of Canada, Canada.
• Luger, R., & Kichian, M. (2001). On Inflation and the Persistence of Shocks to Output. Proceedings of the 6th Annual Meeting of the Latin American and Caribbean Economic Association (LACEA 2001), Montevideo, Uruguay.
• Luger, R. (2000). Exact Non-Parametric Tests for a Random Walk With Unknown Drift Under Conditional Heteroscedasticity. Proceedings of the 5th Annual Meeting of the Latin American and Caribbean Economic Association (LACEA 2000), Rio de Janeiro, Brésil.

Communications dans une conférence sans actes

• Luger, R. (2024). Multiple testing for the topology of financial networks. Monash University, Melbourne, Australie.
• Luger, R. (2024). Multiple testing for the topology of financial networks. Melbourne Business School, Melbourne, Australie.
• Luger, R. (2024). Quantile-based modeling of scale dynamics in financial returns for value-at-risk and expected shortfall forecasting. 18th International Conference on Computational and Financial Econometrics, King's College, Londres, Royaume-Uni.
• Luger, R. (2024). Multiple testing for the topology of financial networks. Canadian Economics Association 59th Annual Conference, Université du Québec à Montréal, Montréal, Canada.
• Luger, R. (2023). Regularizing stock return covariance matrices via multiple testing. Canadian Economics Association 57th Annual Conference, Winnipeg, Canada.
• Luger, R. (2022). Regularizing stock return covariance matrices via multiple testing. European Winter Meeting of the Econometric Society, Berlin School of Economics, Berlin, Allemagne.
• Luger, R. (2022). Regularizing stock return covariance matrices via multiple testing of correlations. Frontiers of Factor Investing Conference, Lancaster University, Lancaster, Royaume-Uni.
• Luger, R. (2021). Multiple testing of the forward rate unbiasedness hypothesis across currencies. Annual Conference of the International Association for Applied Econometrics (IAAE 2021), Virtual.
• Luger, R. (2021). Multiple testing of the forward rate unbiasedness hypothesis across currencies. Canadian Economics Association 55th Annual Conference (CEA 2021), Virtual, Canada.
• Luger, R. (2021). . 15th International Conference on Computational and Financial Econometrics (CFE 2021), Virtual, En ligne, Royaume-Uni.
• Luger, R. (2021). "Regularizing stock return covariance matrices via multiple testing". RCEA Conference on recent developments in economics, econometrics and finance, Virtual..
• Luger, R. (2021). "Regularizing stock return covariance matrices via multiple testing of correlations". CIREQ Econometrics conference in honor of Eric Renault, Montréal, Canada.
• Fu, H., & Luger, R. (2020). Multiple testing of the forward rate unbiasedness hypothesis across currencies. International Conference on Computational and Financial Econometrics (CFE 2020), University of London, Londres (Virtuel), Royaume-Uni.
• Luger, R. (2019). A resampling method for dynamic quantile models of asset returns. 13th International Conference on Computational and Financial Econometrics (CFE 2019), University of London, Londres, Royaume-Uni.
• Luger, R. (2019). A resampling method for dynamic quantile models of asset returns. 36th International Conference of the French Finance Association, Québec, Canada.
• Luger, R. (2019). A resampling method for dynamic quantile models of asset returns. Canadian Economics Association 53nd Annual Conference, Banff, Canada.
• Luger, R. (2019). A resampling method for dynamic quantile models of asset returns. 59ème congrès de la Société canadienne de science économique, Québec, Canada.
• Luger, R. (2018). Exact inference in long-horizon predictive quantile regressions with an application to stock returns. CREST, France.
• Luger, R. (2018). Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects. 20th OxMetrics User Conference, Cass Business School, Londres, Royaume-Uni.
• Luger, R. (2018). “Measuring distress risk in the euro-area sovereign CDS market. Canadian Economics Association 52nd Annual Conference, McGill University, Montréal, Canada.
• Luger, R. (2018). Exact inference in predictive quantile regressions with an application to stock returns. Journée du CREEP (Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques), Université Laval, Québec, Canada.
• Luger, R. (2017). Exact Inference in Predictive Quantile Regressions. 34th Meeting of the Canadian Econometric Study Group, Toronto, Canada.
• Luger, R. (2017). Exact Inference in Predictive Quantile Regressions. 57e congrès de la Société canadienne de science économique, Ottawa, Canada.
• Luger, R. (2017). Dynamic interaction between sovereign credit rating events and credit default swaps. 11th International Conference on Computational and Financial Econometrics (CFE 2017), University of London, Londres, Royaume-Uni.
• Luger, R. (2016). Exact and Heavy Tail-Robust Inference in GARCH Models Subject to Variance Targeting. 10th International Conference on Computational and Financial Econometrics (CFE 2016), Seville, Espagne.
• Luger, R. (2016). Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. 69th European Meeting of the Econometric Society, Geneva, Suisse.
• Luger, R. (2016). Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. 50th Annual Conference of the Canadian Economics Association, Ottawa, Canada.
• Luger, R. (2016). Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. 56e congrès annuel de la Société canadienne de science économique, Québec, Canada.
• Luger, R. (2016). Small-Sample Test for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. CIREQ Econometrics Conference in Honor of Jean-Marie Dufour, Montréal, Canada.
• Luger, R. (2015). Markov-Switching Quantile Autoregression: A Gibbs Sampling Approach. 9th International Conference on Computational and Financial Econometrics (CFE 2015), London, Royaume-Uni.
• Luger, R. (2015). Markov-Switching Quantile Autoregression: A Gibbs Sampling Approach. 11th World Congress of the Econometric Society, Montréal, Canada.
• Luger, R. (2015). Markov-Switching Quantile Autoregression: A Gibbs Sampling Approach. The 2nd Annual Conference of the International Association for Applied Econometrics (IAAE 2015), Thessaloniki, Grèce.
• Luger, R. (2015). Markov-Switching Quantile Autoregression: A Gibbs Sampling Approach. 55e Congrès annuel de la Société canadienne de science économique, Montréal, Canada.
• Luger, R. (2015). Markov-Switching Quantile Autoregression: A Gibbs Sampling Approach. 49th Annual Conference of the Canadian Economics Association, Toronto, Canada.
• Luger, R. (2014). Unfolding GARCH Models. 22nd Annual Symposium of the Society for Nonlinear Dynamics and Econometrics, New York, Etats-Unis d'Amérique.
• Luger, R. (2014). Unfolding GARCH Models. Séminaire de recrutement - Département de finance, assurance et immobilier, Université Laval, Québec, Canada.
• Luger, R. (2014). Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances. Syracuse University, Syracuse, Etats-Unis d'Amérique.
• Luger, R. (2013). Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances. 23rd Annual Meeting of the Midwest Econometrics Group (MEG 2013) - Indiana University, Bloomington, Etats-Unis d'Amérique.
• Luger, R. (2013). Unfolding GARCH Models. 47th Annual Conference of the Canadian Economics Association, Montréal, Canada.
• Luger, R. (2012). Unfolding GARCH Models. 6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012), Oviedo, Espagne.
• Luger, R. (2012). Testing for GARCH Effects: An Exact Procedure Based on Quasi-Likelihood Ratios. Midwest Econometrics Group Meeting 2012 - University of Kentucky, Lexington, Etats-Unis d'Amérique.
• Luger, R. (2012). Testing for GARCH Effects: An Exact Procedure Based on Quasi-Likelihood Ratios. 52e Congrès annuel de la Société canadienne de science économique, Mont-Tremblant, Canada.
• Luger, R. (2012). Testing Linear Factor Pricing Models With Large Cross-Sections: A Distribution-Free Approach. CIREQ Conference on High-Dimensional Problems With Large Cross-Sections: A Distribution-Free Approach, Montréal, Canada.
• Luger, R. (2012). Testing for GARCH Effects: An Exact Procedure Based on Quasi-Likelihood Ratios. 7th New York Camp Econometrics Conference, Cooperstown, Etats-Unis d'Amérique.
• Luger, R. (2011). Testing for GARCH Effects: An Exact Procedure Based on Quasi-Likelihood Ratios. 5th CSDA International Conference on Computational and Financial Econometrics - University of London, London, Royaume-Uni.
• Luger, R. (2011). Finite-Sample Bootstrap Inference in GARCH Models With Heavy-Tailed Innovations. 17th International Conference on Computing in Economics and Finance (CEF 2011), San Francisco, Etats-Unis d'Amérique.
• Luger, R. (2011). Simultaneous Confidence Intervals for GARCH-Based Risk Measure Forecasts. 45th Annual Conference of the Canadian Economics Association, Ottawa, Canada.
• Luger, R. (2011). Dynamic Correlations, Estimation Risk, and Portfolio Management During the Financial Crisis. Bank of Canada Financial Econometrics Workshop, Canada.
• Luger, R. (2010). Finite-Sample Bootstrap Inference in GARCH Models With Heavy-Tailed Innovations. 4th CSDA International Conference on Computational and Financial Econometrics - University of London, London, Royaume-Uni.
• Luger, R. (2010). Testing Linear Factor Pricing Models With Large Cross-Sections: A Distribution-Free Approach. International Conference on High-Dimensional Econometric Modeling - Cass Business School, London, Royaume-Uni.
• Luger, R. (2010). Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. Georgia State University, Atlanta, Etats-Unis d'Amérique.
• Luger, R. (2010). Testing Linear Factor Pricing Models With Large Cross-Sections: A Distribution-Free Approach. Northern Illinois University, DeKalb, Etats-Unis d'Amérique.
• Luger, R. (2008). Exact Distribution-Free Tests of Mean-Variance Efficiency. 42nd Annual Meeting of the Canadian Economics Association - University of British Columbia, Vancouver, Canada.
• Luger, R. (2008). Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. Econometrics Workshop - North Carolina State University, Raleigh, Etats-Unis d'Amérique.
• Luger, R. (2007). Exact Split-Sample Permutation Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter. Midwest Econometrics Group Meetings - St. Louis University, St. Louis, Etats-Unis d'Amérique.
• Luger, R. (2007). Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. 2007 North American Summer Meeting of the Econometric Society - Duke University, Durham, Etats-Unis d'Amérique.
• Luger, R. (2007). Efficient Estimation of Copula-GARCH Models. International Workshop on Computational and Financial Econometrics, Geneva, Suisse.
• Luger, R. (2007). Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates. 7th Annual Missouri Economics Conference, Columbia, Etats-Unis d'Amérique.
• Luger, R. (2006). Exact Split-Sample Permutation Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter. 2006 North American Summer Meeting of the Econometric Society, Minneapolis, Etats-Unis d'Amérique.
• Luger, R. (2006). Exact Split-Sample Permutation Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter. 40th Annual Meeting of the Canadian Economics Association - Concordia University, Montréal, Canada.
• Luger, R. (2006). Exact Split-Sample Permutation Test of Orthogonality and Random Walk in the Presence of a Drift Parameter. 6th Annual Missouri Economics Conference - University of Missouri, Columbia, Etats-Unis d'Amérique.
• Luger, R. (2004). Exact Tests of Equal Forecast Accuracy With an Application to the Term Structure of Interest Rates. Simon Fraser University, Burnaby, Canada.
• Luger, R. (2004). Exact Tests of Equal Forecast Accuracy With an Application to the Term Structure of Interest Rates. Emory University, Atlanta, Etats-Unis d'Amérique.
• Luger, R. (2004). Exact Tests of Equal Forecast Accuracy With an Application to the Term Structure of Interest Rates. European Center for Advanced Research in Economics and Statistics, Brussels, Belgique.
• Luger, R. (2004). Pricing and Hedging Options With Implied Asset Prices and Volatilities. Tilburg University, Tilburg, Pays-Bas.
• Luger, R. (2004). Pricing and Hedging Options With Implied Asset Prices and Volatilities. Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Espagne.
• Luger, R. (2003). Exact Tests of Equal Forecast Accuracy With an Application to the Term Structure of Interest Rates. Carleton University, Ottawa, Canada.
• Luger, R. (2003). Exact Tests of Equal Forecast Accuracy With an Application to the Term Structure of Interest Rates. Concordia University, Montréal, Canada.
• Luger, R. (2001). On Inflation and the Persistence of Shocks to Output. 35th Annual Meeting of the Canadian Economics Association - McGill University, Montréal, Canada.
• Luger, R. (2001). Exact Non-Parametric Tests for a Random Walk With Unknown Drift Under Conditional Heteroscedasticity. University of Toronto, Toronto, Canada.
• Luger, R. (2001). Exact Permutation Tests for Non-Nested Non-Linear Regression Models. Resampling Methods in Econometrics - Université de Montréal, Montréal, Canada.
• Luger, R. (2000). Exact Non-Parametric Tests for a Random Walk With Unknown Drift Under Conditional Heteroscedasticity. Université de Montréal, Montréal, Canada.
• Luger, R. (2000). Simulation-Based Finite and Large Sample Tests for Markov Switching Autoregressive Models. University of Delaware, Newark, Etats-Unis d'Amérique.
• Luger, R. (2000). Simulation-Based Finite and Large Sample Tests for Markov Switching Autoregressive Models. University of Toronto, Toronto, Canada.
• Luger, R. (2000). Simulation-Based Finite and Large Sample Test for Markov Switching Autoregressive Models. Queen's University, Kingston, Canada.
• Luger, R. (2000). Simulation-Based Finite and Large Sample Tests for Markov Switching Autoregressive Models. Université du Québec à Montréal, Montréal, Canada.
• Luger, R. (2000). Empirical Assessment of an Intertemporal Option Pricing Model With Latent Variables. Mathematics of Information Technology and Complex Systems (MITACS) First Annual Conference - University of Toronto, Toronto, Canada.
• Luger, R. (1999). Simulation-Based Finite and Large Sample Tests for Markov Switching Autoregressive Models. Bank of Canada, Canada.

Comptes rendus d'ouvrages

• Luger, R. (2011). Book Review: Introducing Monte Carlo Methods with R. Econometric Reviews. 30(4), 469-474.

Activités de recherche en cours

Titre de l'activité	Chercheur(s)	Organisme subventionnaire	Programme	Dates
A new decomposition approach to modeling financial returns: Conditioning sign on magnitude	Principal Richard Luger	Université Laval - Fonds internes	Soutien à la recherche (SAR) FSA – Volet 11 : Incitation à la publication par les étudiants de doctorat	2026-04-27 au 2026-06-30
Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting	Principal Richard Luger	Université Laval - Fonds internes	Soutien à la recherche (SAR) FSA - Volet 13 : Valorisation de la publication dans des revues classées A et B	2026-01-06 au 2026-04-30
New inference methods for financial network analysis	Principal Richard Luger	Conseil de recherches en sciences humaines du Canada	Programme Savoir: Subventions Savoir	2025-03-31 au 2029-03-31
Évaluation statistique du risque systémique dans les réseaux financiers à haute dimension	Principal Richard Luger Autres chercheurs	Fondation de l'Université Laval		2025-01-10 au 2026-07-31

Affiliations de recherche en cours

• Membre régulier, Centre de recherche sur les risques, les enjeux économiques et les politiques publiques (CRREP) (2016 - ...)

Encadrement étudiant

Maîtrise avec mémoire

• Directeur de recherche
  • Carlos Alberto Chaparro Sepulveda (Hiver 2021 - Automne 2021)
• Codirecteur de recherche
  • Bérénice Agbodossindji (Hiver 2020 - Hiver 2022)

Doctorat

• Directeur de recherche
  • Kouakou Arsène Brou (Automne 2019 - ...)
  • Paul Tchanati P (Hiver 2026 - ...)
  • Romaric Traore (Hiver 2026 - ...)

Contribution à l'avancement de la discipline

Participation à des colloques ou conférences scientifiques

• Discutant at the European Finance Association, 52nd Annual Meeting (2025)
• Discussant at the CIREQ Econometrics Conference: Recent Advances in the Method of Moments (2018)
• Discussant at the CIRANO Conference in honour of René Garcia’s 65th anniversary (2015)
• Discussant at the Canadian Economics Association 49th Annual Conference, Ryerson University (2015)
• Discussant at the Canadian Economics Association 45th Annual Conference, University of Ottawa (2011)
• Discussant at the Canadian Economics Association 42nd Annual Conference, University of British Columbia (2008)
• Discussant at the CIREQ Financial Econometrics Conference (2006)
• Discussant at the CIREQ Time Series Conference (2005)
• Canadian Economics Association 35th Annual Conference, McGill University (2001)

Organisation de conférence(s)

• Session organizer and member of the scientific programme committee, 15th International Conference on computational and financial econometrics (CFE 2021) (2021)
• Session Organizer and Member of the Scientific Programme Committee, 11th International Conference on Computational and Financial Econometrics (CFE) (2017)
• Session Organizer, 10th International Conference on Computational and Financial Econometrics (CFE) (2016)
• Session Organizer and Member of the Scientific Programme Committee, 9th International Conference on Computational and Financial Econometrics (CFE) (2015)

Participation à des comités d'évaluation

• Membre du comité de lecture, Journal of Risk and Financial Management (2026 - 2027)
• Member of the Program Committee, 2014 Annual Meeting of the Midwest Finance Association (2014)

Responsable de comité(s) d'évaluation

• Arbitre (2021 - 2022)

Responsabilités éditoriales

• Arbitre, I (2024 - 2025)
• Arbitre, Oxford Bulletin of Economics and Statistics (2024 - 2025)
• Arbitre, Journal of Financial Econometrics (2024 - 2025)
• Arbitre, International Journal of Financial Studies (2023 - 2024)
• Arbitre, Journal of the Royal Statistical Society: Series C (2023 - 2024)
• Arbitre, Journal of Business & Economic Statistics (2023 - 2024)
• Arbitre, Econometric Theory (2023 - 2025)
• Arbitre, North American Journal of Economics and Finance (2022 - 2023)
• Arbitre, Sustainability (2022 - 2023)
• Rédacteur, L'Actualité économique, Revue d'analyse économique (2016 - ...)

Participation à des jurys d'organismes de subvention

• Social Sciences and Humanities Research Council of Canada (2023 - 2025)

Implications universitaires et facultaires

Faculté

• Conférencier, « Exact single- and multi-currency tests of forward rate unbiasedness using Fama regressions », Journée de recherche du CRREP (2026)
• Coordonnateur du baccalauréat en finance quantitative (2026 - 2027)
• Membre du Comité de programme du Doctorat et M. Sc. avec Mémoire (2022 - 2026)
• Membre du comité de programme du baccalauréat en finance quantitative (2022 - 2025)
• Coordonnateur du baccalauréat en finance quantitative (2022 - 2025)
• Membre du comité de recrutement départemental (2015 - ...)

Université

• Graduate Mathematical Risk Management Program Advisor, In the Risk Management and Insurance Department (2012 - 2014)
• Ph. D. Qualifying Examinations Committee, In the Risk Management and Insurance Department (2011 - 2014)
• Researcher with the GSU CRO Risk Index Project, In the Risk Management and Insurance Department (2011 - 2017)

Implications professionnelles

Collaborations avec des professionnels et praticiens

• Atelier « Multiple testing and simulation-based inference », Université de Melbourne (2026)

Prix et distinctions

Prix et distinctions

• Distinction Socrate (2021 - 2022)
• Médaille de la recherche (2018)