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Andre Lucas

Andre Lucas

VU University of Amsterdam - Amsterdam / Netherlands
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1767422
Vrije Universiteit Amsterdam
person_outline Andre Lucas's MOST POPULAR ARTICLES
1-) Generalized autoregressive score models with applications Journal of applied econometrics 28 (5), 777-795, 2013
2-) A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations Journal of Business & Economic Statistics 29 (4), 552-563, 2011
3-) Blockholder dispersion and firm value Journal of corporate finance 17 (5), 1330-1339, 2011
4-) Business and default cycles for credit risk Journal of Applied Econometrics 20 (2), 311-323, 2005
5-) Credit cycles and macro fundamentals Journal of Empirical Finance 16 (1), 42-54, 2009