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Lucas, André
35
Koopman, Siem Jan
8
Klaassen, Pieter
5
Franses, Philip Hans
4
Vaart, Aad van der
4
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3
Straetmans, Stefan
3
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2
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2
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2
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2
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1
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Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of banking & finance
4
Journal of empirical finance
3
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
3
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
2
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2
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2
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1
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1
Maandblad voor accountancy en bedrijfseconomie : MAB
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OLC EcoSci
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1
Modelling Portfolio Defaults Using Hidden Markov Models with Covariates
Banachewicz, Konrad
;
Lucas, André
;
vandervaart, Aad
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 155-171
Persistent link: https://www.econbiz.de/10007916428
Saved in:
2
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10008134947
Saved in:
3
Estimating the causal effect of a time-varying treatment on time-to-event using structural nested failure time models
Lok, Judith
;
Gill, Richard
;
van der Vaart, Aad
;
Robins, …
- In:
Statistica Neerlandica : journal of the Netherlands …
58
(
2004
)
3
,
pp. 271-295
Persistent link: https://www.econbiz.de/10006428672
Saved in:
4
ARTICLES - Evaluating the Basle Guidelines for Backtesting Banks' Internal Risk Management Models
Lucas, André
- In:
Journal of money, credit and banking : JMCB
33
(
2001
)
3
,
pp. 826
Persistent link: https://www.econbiz.de/10006658116
Saved in:
5
Review - Nut, gebruik en beperkingen van Value-at-Risk voor risicomanagement
Lucas, André
- In:
Economisch en sociaal tijdschrift : een driemaandelijke …
53
(
1999
)
3
,
pp. 369-412
Persistent link: https://www.econbiz.de/10006730327
Saved in:
6
Review - Nut, gebruik en beperkingen van Value-at-Risk voor risicomanagement
Lucas, André
- In:
Economisch en sociaal tijdschrift : een driemaandelijke …
53
(
1999
)
3
,
pp. 369-412
Persistent link: https://www.econbiz.de/10006730332
Saved in:
7
Outlier robust analysis of long-run marketing effects for weekly scanning data
Franses, Philip Hans
;
Kloek, Teun
;
Lucas, André
- In:
Journal of econometrics
89
(
1999
)
1
,
pp. 293-316
Persistent link: https://www.econbiz.de/10006786602
Saved in:
8
An outlier robust unit root test with an application to the extended Nelson-Plosser data
Lucas, André
- In:
Journal of econometrics
66
(
1995
)
1-2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10006798477
Saved in:
9
FINANCIERING - Visualisaties van financie͏̈le risico's
Bogaerts, Bas
;
Halsema, Alex
;
Lucas, André
;
Wit, Erik de
- In:
Maandblad voor accountancy en bedrijfseconomie : MAB
78
(
2004
)
7-8
,
pp. 364
Persistent link: https://www.econbiz.de/10006244636
Saved in:
10
Discrete-Time Financial Planning Models Under Loss-Averse Preferences
Siegmann, Arjen
;
Lucas, André
- In:
Operations research : the journal of the Operations …
53
(
2005
)
3
,
pp. 403-414
Persistent link: https://www.econbiz.de/10006417334
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