//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Systemic risk tomography : signals, measurement and transmission channels"
~subject:"ARCH-Modell"
~subject:"Euro area"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Lucas, A."
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Euro area
Theorie
7
Theory
7
Time series analysis
3
Zeitreihenanalyse
3
Business cycle
2
Country risk
2
Credit risk
2
Estimation
2
Eurozone
2
Financial crisis
2
Finanzkrise
2
Konjunktur
2
Kreditrisiko
2
Länderrisiko
2
Portfolio selection
2
Portfolio-Management
2
Schätzung
2
USA
2
United States
2
1967-1993
1
1977-2015
1
ARCH model
1
Anleihe
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian inference
1
Bond
1
Business network
1
Credit derivative
1
Decomposition method
1
Dekompositionsverfahren
1
EU countries
1
EU-Staaten
1
Economic indicator
1
Europa
1
Europe
1
Financial econometrics
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
1
Language
All
English
3
Author
All
Lucas, André
3
Dijk, Dick van
1
Franses, Philip Hans
1
Lange, Rutger-Jan
1
Schwaab, Bernd
1
Siegmann, Adriaan Hendrik
1
Zhang, Xin
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Systemic risk tomography : signals, measurement and transmission channels
Discussion paper / Tinbergen Institute
12
Sveriges Riksbank working paper series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Working paper series / European Central Bank
3
International journal of forecasting
2
Applied financial economics
1
Economics letters
1
Journal of empirical finance
1
Report / Erasmus Center for Financial Research, Erasmus University
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Score-driven systemic risk signaling for European sovereign bond yields and CDS spreads
Lange, Rutger-Jan
;
Lucas, André
;
Siegmann, Adriaan Hendrik
- In:
Systemic risk tomography : signals, measurement and …
,
(pp. 129-150)
.
2017
Persistent link: https://www.econbiz.de/10011617892
Saved in:
2
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
3
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->