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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
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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
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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
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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
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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