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The production of large and small wildfires
Butry, David T.; Gumpertz, Marcia; Genton, Marc G. - In: The economics of forest disturbances : wildfires, …, (pp. 79-106). 2008
Persistent link: https://www.econbiz.de/10003769665
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A multivariate skew-garch model
Luca, Giovanni de; Genton, Marc G.; Loperfido, Nicola - 2006
Persistent link: https://www.econbiz.de/10003331366
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Robust prediction of beta
Genton, Marc G.; Ronchetti, Elvezio - In: Computational methods in financial engineering : essays …, (pp. 147-161). 2008
Persistent link: https://www.econbiz.de/10003669621
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Spatio-temporal autoregressive models for US unemployment rate
DeLuna, Xavier; Genton, Marc G. - In: Spatial and spatiotemporal econometrics, (pp. 279-294). 2004
Persistent link: https://www.econbiz.de/10002581446
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Fat tails and the effect on optimal asset allocations
Lucas, André; Klaassen, Pieter - In: Bank strategies and challenges in the new Europe, (pp. 272-288). 2001
Persistent link: https://www.econbiz.de/10001630871
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A comparison of parametric semi-nonparametric, adaptive, and nonparametric cointegration tests
Boswijk, Herman Peter; Lucas, André; Taylor, Nicholas - In: Applying Kernel and nonparametric estimation to …, (pp. 25-47). 2000
Persistent link: https://www.econbiz.de/10001548459
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Score-driven systemic risk signaling for European sovereign bond yields and CDS spreads
Lange, Rutger-Jan; Lucas, André; Siegmann, Adriaan Hendrik - In: Systemic risk tomography : signals, measurement and …, (pp. 129-150). 2017
Persistent link: https://www.econbiz.de/10011617892
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Model-based business cycle and financial cycle decomposition for Europe and the United States
Koopman, Siem Jan; Lit, Rutger; Lucas, André - In: Systemic risk tomography : signals, measurement and …, (pp. 151-168). 2017
Persistent link: https://www.econbiz.de/10011617896