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subject:"Wechselkurs"
type:"article"
~person:"Lucas, André"
~subject:"Risk measure"
~subject:"Statistical distribution"
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Lucas, André
Nadarajah, Saralees
9
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7
Francq, Christian
6
Hoga, Yannick
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Härdle, Wolfgang
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4
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4
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4
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Kim, Joseph H. T.
4
Kumar, Dilip
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4
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Wen, Kuangyu
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White, Halbert
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Wied, Dominik
4
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3
Baillie, Richard
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Bandi, Federico M.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International journal of forecasting
1
Journal of econometrics
1
Journal of financial econometrics
1
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ECONIS (ZBW)
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1
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
2
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
3
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Abadir, Karim Maher
;
Lucas, André
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10001943912
Saved in:
4
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001441592
Saved in:
5
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
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