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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
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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
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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
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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
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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
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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
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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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Erratum to "An analytic approach to credit risk of large corporate bond and loan portfolios" (Journal of Banking and Finance 25, no. 9, pp. 1635-1664)
Lucas, André; Klaassens, Pieter; Spreij, Peter; … - In: Journal of banking & finance 26 (2002) 1, pp. 201-202
Persistent link: https://www.econbiz.de/10005891019
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An analytic approach to credit risk of large corporate bond and loan portfolios
Lucas, André; Klaassen, Pieter; Spreij, Peter; … - In: Journal of banking & finance 25 (2001) 9, pp. 1635-1664
Persistent link: https://www.econbiz.de/10005892366
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Tail behaviour of credit loss distributions for general latent factor models
Lucas, André; Klaassen, Pieter; Spreij, Peter; … - In: Applied mathematical finance 10 (2003) 4, pp. 337-358
Persistent link: https://www.econbiz.de/10008215113