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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
128
Tinbergen Institute Discussion Papers
60
Tinbergen Institute Discussion Paper
49
Journal of econometrics
15
Working paper series / European Central Bank
15
ECB Working Paper
14
Serie Research Memoranda
11
Journal of applied econometrics
10
Journal of banking & finance
10
International journal of forecasting
8
CFS Working Paper Series
7
Journal of empirical finance
7
CFS Working Paper
6
CFS working paper series
6
Applied mathematical finance
5
Econometric reviews
5
Journal of Business & Economic Statistics
5
Sveriges Riksbank Working Paper Series
5
Sveriges Riksbank working paper series
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometric Institute Report
4
Economics letters
4
Working Paper Series / European Central Bank
4
Discussion papers in statistics and econometrics
3
Econometric theory
3
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
3
Insurance / Mathematics & economics
3
Journal of Applied Econometrics
3
Report / Econometric Institute, Erasmus University Rotterdam
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Applied financial economics
2
Econometric Theory
2
Erasmus University of Rotterdam - Econometric Institute
2
Journal of Empirical Finance
2
Journal of business finance & accounting : JBFA
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics
2
Journal of forecasting
2
Journal of money, credit and banking : JMCB
2
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ECONIS (ZBW)
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5
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1
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:
2
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
3
Modeling around-the-clock price discovery for cross-listed stocks using state space methods
Menkveld, Albert J.
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 213-225
Persistent link: https://www.econbiz.de/10003463648
Saved in:
4
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 552-563
Persistent link: https://www.econbiz.de/10009355592
Saved in:
5
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
6
Conditional Euro Area sovereign default risk
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010488563
Saved in:
7
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
Saved in:
8
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
9
New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne
;
Janus, Paweł
;
Lucas, André
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
Saved in:
10
Bank business models at zero interest rates
Lucas, André
;
Schaumburg, Julia
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 542-555
Persistent link: https://www.econbiz.de/10012178195
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