World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
48
Citations
8721
World Ranking
1519
National Ranking
44

Andre Lucas publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Andre Lucas sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 264 publications — 78th percentile

78% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Andre Lucas D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Andre Lucas sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 48 D-Index — 61st percentile

61% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Andre Lucas is affiliated with Vrije Universiteit Amsterdam in the Netherlands. Their research spans multiple areas within health professions and economics, econometrics, and finance. The principal fields of study in their work include Health Professions and Economics, Econometrics and Finance. Subfields covered encompass General Health Professions, Finance, Economics and Econometrics, General Economics, Econometrics and Finance, and Statistics and Probability.

The scientist's work addresses key topics such as Healthcare Systems and Practices, Health, Medicine and Society, Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Monetary Policy and Economic Impact, Credit Risk and Financial Regulations, and Complex Systems and Time Series Analysis.

Andre Lucas has contributed to research published in the following venues with notable frequency:

  • SSRN Electronic Journal
  • Journal of Econometrics
  • Journal of Business and Economic Statistics
  • International Journal of Forecasting
  • Journal of Banking & Finance

Recent papers featuring their work include:

  • Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings, 2020, Journal of Business and Economic Statistics
  • Maximum likelihood estimation for score-driven models, 2021, Journal of Econometrics
  • Covid-19, credit risk management modeling, and government support, 2022, Journal of Banking & Finance
  • Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting, 2020, International Journal of Forecasting
  • Time-varying variance and skewness in realized volatility measures, 2022, International Journal of Forecasting

The researcher collaborates regularly with several co-authors, including Éric Chollet, Carl Allemand, Romain Benmoussa, Anne Opschoor, and Bernd Schwaab.

Andre Lucas has also authored a book published by Washington, DC: World Bank eBooks titled Financial Development and Fragility: A Clustering Analysis, released in 2024.

Best Publications

  • GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

    Drew Creal;Siem Jan Koopman;Siem Jan Koopman;André Lucas;André Lucas

  • A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations ⁄

    Drew Creal;Siem Jan Koopman;André Lucas

  • CATALYTIC PRODUCTION AND PURIFICATION OF NANOTUBULES HAVING FULLERENE-SCALE DIAMETERS

    V. Ivanov;A. Fonseca;J.B. Nagy;A. Lucas

  • Blockholder dispersion and firm value

    Sander J.J. Konijn;Roman Kräussl;Andre Lucas;Andre Lucas

  • Credit Cycles and Macro Fundamentals

    Siem Jan Koopman;Siem Jan Koopman;Roman Kräussl;André Lucas;André Lucas;André B. Monteiro

  • Business and default cycles for credit risk

    Siem Jan Koopman;Siem Jan Koopman;Andr é Lucas;Andr é Lucas

  • The Multi-state Latent Factor Intensity Model for Credit Rating Transitions

    Siem Jan Koopman;Siem Jan Koopman;André Lucas;André Lucas;André Monteiro;André Monteiro

  • An analytic approach to credit risk of large corporate bond and loan portfolios

    André Lucas;André Lucas;Pieter Klaassen;Pieter Klaassen;Peter Spreij;Stefan Straetmans

  • Information-theoretic optimality of observation-driven time series models for continuous responses

    Francisco Blasques;Siem Jan Koopman;André Lucas

  • Extreme Returns, Downside Risk, and Optimal Asset Allocation

    André Lucas;Pieter Klaassen

  • Testing for ARCH in the presence of additive outliers

    Dick Van Dijk;Philip Hans Franses;André Lucas

  • Observation driven mixed-measurement dynamic factor models with an application to credit risk

    Drew Creal;Bernd Schwaab;Siem Jan Koopman;André Lucas

  • PREDICTING TIME-VARYING PARAMETERS WITH PARAMETER-DRIVEN AND OBSERVATION-DRIVEN MODELS

    Siem Jan Koopman;André Lucas;Marcel Scharth

  • Spillover dynamics for systemic risk measurement using spatial financial time series models

    Francisco Blasques;Siem Jan Koopman;Siem Jan Koopman;Andre Lucas;Julia Schaumburg

  • Modeling frailty-correlated defaults using many macroeconomic covariates

    Siem Jan Koopman;Siem Jan Koopman;André Lucas;André Lucas;André Lucas;Bernd Schwaab

  • Testing for Smooth Transition Nonlinearity in the Presence of Outliers

    Dick Van Dijk;Philip Hans Franses;André Lucas

  • Robustness of the student t based M-estimator

    André Lucas

  • A General Framework for Observation Driven Time-Varying Parameter Models

    S.J. Koopman;D.D. Creal;A. Lucas

  • Unit Root Tests Based on M Estimators

    André Lucas

  • Conditional euro area sovereign default risk

    André Lucas;Bernd Schwaab;Xin Zhang

Frequent Co-Authors

Siem Jan Koopman
Siem Jan Koopman Vrije Universiteit Amsterdam
Philip Hans Franses
Philip Hans Franses Erasmus University Rotterdam
Dick van Dijk
Dick van Dijk Erasmus University Rotterdam
Ph. Lambin
Ph. Lambin University of Namur
Casper G. de Vries
Casper G. de Vries Erasmus University Rotterdam
Marc G. Genton
Marc G. Genton King Abdullah University of Science and Technology
Antonio Fonseca
Antonio Fonseca Université Catholique de Louvain
S. Amelinckx
S. Amelinckx University of Antwerp
Jon Danielsson
Jon Danielsson London School of Economics and Political Science
Aad van der Vaart
Aad van der Vaart Delft University of Technology

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