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Search: person:"Lucas, A."
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Lucas, André
7
Koopman, Siem Jan
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Schwaab, Bernd
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Barra, István
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Creal, Drew
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D'Innocenzo, Enzo
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Dijk, D.van
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Dijk, Dick van
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Franses, P.H.
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Franses, Philip Hans
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Hoogerheide, Lennart
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Lucas, A.
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Journal of applied econometrics
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 banking & finance
6
Econometric reviews
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Applied mathematical finance
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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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Economisch statistische berichten : ESB
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Journal of financial and quantitative analysis : JFQA
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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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Systemic risk tomography : signals, measurement and transmission channels
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The review of economics and statistics
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Applied Mathematical Finance
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Applied financial economics
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Applying Kernel and nonparametric estimation to economic topics
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Argumenta oeconomica
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Corporate governance : the international journal for effective board performance
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Deregulation and its Discontents
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Deregulation and its discontents : rewriting the rules in Asia
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Estudios sobre la economía Argentina
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Ethics in the global South
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Finance research letters
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INFORMS journal on applied analytics
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Indonesia in transition : social aspects of reformasi and crisis
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Insurance / Mathematics & economics
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Interfaces : the INFORMS journal on the practice of operations research
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International Journal of Applied Econometrics and Quantitative Studies
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International Journal of Applied Geospatial Research (IJAGR)
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International journal of applied econometrics and quantitative studies : IJAEQS
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International journal of automotive technology and management : IJATM
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International journal of disclosure and governance
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International journal of production economics
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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
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
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:
4
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:
5
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:
6
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:
7
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:
8
Testing for ARCH in the Presence of Additive Outliers
Dijk, D.van
;
Franses, P.H.
;
Lucas, A.
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10006986961
Saved in:
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