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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Research on economic inequality : a research annual"
~language:"eng"
~person:"Creedy, John"
~person:"Laurent, Sébastien"
~person:"Lucas, André"
~type_genre:"Article in journal"
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Creedy, John
Laurent, Sébastien
Lucas, André
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Journal of applied econometrics
Research on economic inequality : a research annual
New Zealand economic papers
37
The Australian economic review
35
Australian economic papers
22
Journal of econometrics
17
The economic record : er
16
Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
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FinanzArchiv : public finance analysis
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ECONIS (ZBW)
15
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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
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:
3
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:
4
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:
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
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 934-955
Persistent link: https://www.econbiz.de/10010219744
Saved in:
7
Jumps, cojumbs and macro announcements
Lahaye, Jérôme
;
Laurent, Sébastien
;
Neely, Christopher J.
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 893-921
Persistent link: https://www.econbiz.de/10009408895
Saved in:
8
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
Saved in:
9
Bridging the gap between OX and Gauss using OxGauss
Laurent, Sébastien
;
Urbain, Jean-Pierre
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 131-139
Persistent link: https://www.econbiz.de/10003027446
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:
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