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Search: person:"Lucas, A."
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Lucas, André
13
Koopman, Siem Jan
5
Lucas, A.
3
Franses, P.H.
2
Klaassen, Pieter
2
Schwaab, Bernd
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Abadir, K.M.
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Bao, Y.
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Bao, Yong
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Barra, István
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Creal, Drew
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D'Innocenzo, Enzo
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1
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1
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Journal of applied econometrics
Econometric 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
CFS working paper series
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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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Economics letters
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Journal of empirical finance
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Auditing : a journal of practice & theory
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Report / Econometric Institute, Erasmus University Rotterdam
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Report / Erasmus Center for Financial Research, Erasmus University
3
Bedrijfshuishoudkunde, Deel
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Discussion papers in statistics and econometrics
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ERSA working paper
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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
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Journal of financial econometrics
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Latin American business review : journal of the Business Association of Latin American Studies (BALAS)
2
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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Agriculture issues and policies
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Applied Mathematical Finance
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ECONIS (ZBW)
13
OLC EcoSci
3
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1
Heterogeneity and dynamics in network models
D'Innocenzo, Enzo
;
Lucas, André
;
Opschoor, Anne
; …
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 150-173
Persistent link: https://www.econbiz.de/10014474448
Saved in:
2
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:
3
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:
4
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
5
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
6
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:
7
Generalized autoregressive score models with applications
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 777-795
Persistent link: https://www.econbiz.de/10010351100
Saved in:
8
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong
;
Abadir, K.M.
;
Hadri, K.
;
Abadir, K.M.
;
Lucas, A.
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1013-1021
Persistent link: https://www.econbiz.de/10007762698
Saved in:
9
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:
10
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
1
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