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4
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1927-1997
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Lucas, André
5
Hall, Thomas W.
2
Hoogduin, Lucas A.
2
Klaassen, Pieter
2
Tsay, Jeffrey J.
2
Dijk, D.v.
1
Dubinova, Anna
1
Franses, P.H.
1
Hall, Thomas W
1
Hoogduin, Lucas A
1
Koopman, Siem Jan
1
Leur, Michiel van de
1
Lucas, A.
1
Pierce, Bethane Jo
1
Seeger, Norman
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Taylor, N.
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1
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Auditing : a journal of practice & theory
Journal of banking & finance
Discussion paper / Tinbergen Institute
120
Working paper series / European Central Bank
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of econometrics
9
International journal of forecasting
8
Journal of applied econometrics
8
CFS working paper series
6
Econometric reviews
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Applied mathematical finance
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Econometric Institute Report
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Sveriges Riksbank working paper series
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Report / Econometric Institute, Erasmus University Rotterdam
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Bedrijfshuishoudkunde, Deel
2
Discussion papers in statistics and econometrics
2
ERSA working paper
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Econometric theory
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Economisch statistische berichten : ESB
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Ensaios econômicos
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Erasmus University of Rotterdam - Econometric Institute
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Journal of financial and quantitative analysis : JFQA
2
Latin American business review : journal of the Business Association of Latin American Studies (BALAS)
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Revista de economía
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
2
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Bedrijfskunde
2
Systemic risk tomography : signals, measurement and transmission channels
2
The review of economics and statistics
2
Tinbergen Institute Discussion Papers
2
2010 Annual Meeting, July 25-27, 2010, Denver, Colorado
1
AEI studies in telecommunications deregulation
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Applied Mathematical Finance
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Applying Kernel and nonparametric estimation to economic topics
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ECONIS (ZBW)
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1
Covid-19, credit risk management modeling, and government support
Telg, Sean
;
Dubinova, Anna
;
Lucas, André
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248237
Saved in:
2
Does systematic selection lead to unreliable risk assessments in monetary-unit sampling applications?
Hoogduin, Lucas A.
;
Hall, Thomas W.
;
Tsay, Jeffrey J.
; …
- In:
Auditing : a journal of practice & theory
34
(
2015
)
4
,
pp. 85-107
Persistent link: https://www.econbiz.de/10011409509
Saved in:
3
Modified sieve sampling : a method for single- and multi-stage probability- proportional-to-size sampling
Hoogduin, Lucas A.
;
Hall, Thomas W.
;
Tsay, Jeffrey J.
- In:
Auditing : a journal of practice & theory
29
(
2010
)
1
,
pp. 125-148
Persistent link: https://www.econbiz.de/10003983090
Saved in:
4
Network, market, and book-based systemic risk rankings
Leur, Michiel van de
;
Lucas, André
;
Seeger, Norman
- In:
Journal of banking & finance
78
(
2017
),
pp. 84-90
Persistent link: https://www.econbiz.de/10011815120
Saved in:
5
Modified Sieve Sampling: A Method for Single- and Multi-Stage Probability-Proportional-to-Size Sampling
Hoogduin, Lucas A
;
Hall, Thomas W
;
Tsay, Jeffrey J
- In:
Auditing : a journal of practice & theory
29
(
2010
)
1
,
pp. 125-149
Persistent link: https://www.econbiz.de/10008412835
Saved in:
6
Discrete versus continuous state switching models for portfolio credit risk
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10003285592
Saved in:
7
Empirical credit cycles and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3159-3179
Persistent link: https://www.econbiz.de/10003203860
Saved in:
8
An analytic approach to credit risk of large corporate bond and loan portfolios
Lucas, André
(
contributor
)
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1635-1664
Persistent link: https://www.econbiz.de/10001603572
Saved in:
9
SETS, arbitrage activity, and stock price dynamics
Taylor, N.
;
Dijk, D.v.
;
Franses, P.H.
;
Lucas, A.
- In:
Journal of banking & finance
24
(
2000
)
8
,
pp. 1289-1306
Persistent link: https://www.econbiz.de/10005895730
Saved in:
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