Andre Lucas mostly deals with Econometrics, Credit risk, Statistics, Default and Business cycle. The concepts of his Econometrics study are interwoven with issues in Estimation theory and Likelihood function. His Credit risk research includes themes of Systematic risk, Panel data and Portfolio.
Andre Lucas works mostly in the field of Default, limiting it down to topics relating to Credit crunch and, in certain cases, Real gross domestic product, Systemic risk, Business failure and Time series, as a part of the same area of interest. Andre Lucas has researched Autoregressive model in several fields, including Copula and Normal-Wishart distribution. His work carried out in the field of Autoregressive conditional heteroskedasticity brings together such families of science as Nonlinear autoregressive exogenous model and Autoregressive integrated moving average, SETAR, STAR model.
Andre Lucas spends much of his time researching Econometrics, Volatility, Credit risk, Statistics and Autoregressive model. His Econometrics research incorporates elements of Monte Carlo method, Outlier and Default. His Default research is multidisciplinary, incorporating elements of Credit crunch, Default risk, Business failure and Financial economics.
His Volatility research integrates issues from Copula and Statistical physics. His research in Credit risk intersects with topics in Business cycle, Portfolio, Monetary economics and Systemic risk. His Autoregressive model study incorporates themes from Asymptotic distribution and Applied mathematics.
Andre Lucas focuses on Econometrics, Volatility, Systemic risk, Applied mathematics and Sample. In the field of Econometrics, his study on Autoregressive model and Autoregressive conditional heteroskedasticity overlaps with subjects such as Correlation. His Volatility research is multidisciplinary, incorporating perspectives in Predictive likelihood, Statistics, Quantile and Value at risk.
His research integrates issues of Ranking, Credit default swap, Pairwise comparison and Monetary economics in his study of Systemic risk. His work in Monetary economics tackles topics such as Default which are related to areas like Bank credit. His work is dedicated to discovering how Applied mathematics, Covariance matrix are connected with Investment management and Asset return and other disciplines.
His primary areas of study are Econometrics, Volatility, Systemic risk, Sample and Financial crisis. His studies in Econometrics integrate themes in fields like Missing data, Expectation–maximization algorithm, Range, STAR model and Predictive likelihood. He combines subjects such as Statistics, Moving average and Importance sampling with his study of Volatility.
His study focuses on the intersection of Systemic risk and fields such as Credit default swap with connections in the field of Financial risk. Andre Lucas interconnects Business model and Monetary economics, Interest rate in the investigation of issues within Financial crisis. His Monetary economics research also works with subjects such as
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The study of carbon nanotubules produced by catalytic method
V. Ivanov;J.B. Nagy;Ph. Lambin;A. Lucas.
Chemical Physics Letters (1994)
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
Drew Creal;Siem Jan Koopman;Siem Jan Koopman;André Lucas;André Lucas.
Journal of Applied Econometrics (2013)
CATALYTIC PRODUCTION AND PURIFICATION OF NANOTUBULES HAVING FULLERENE-SCALE DIAMETERS
V. Ivanov;A. Fonseca;J.B. Nagy;A. Lucas.
A dynamic multivariate heavy-tailed model for time-varying volatilities and correlations ⁄
Drew Creal;Siem Jan Koopman;André Lucas.
Journal of Business & Economic Statistics (2011)
Business and default cycles for credit risk
Siem Jan Koopman;Siem Jan Koopman;Andr é Lucas;Andr é Lucas.
Journal of Applied Econometrics (2005)
Credit Cycles and Macro Fundamentals
Siem Jan Koopman;Siem Jan Koopman;Roman Kräussl;André Lucas;André Lucas;André B. Monteiro.
Journal of Empirical Finance (2009)
Blockholder dispersion and firm value
Sander J.J. Konijn;Roman Kräussl;Andre Lucas;Andre Lucas.
Journal of Corporate Finance (2011)
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.
Journal of Econometrics (2008)
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.
Journal of Banking and Finance (2001)
Electron diffraction and microscopy of nanotubes
S Amelinckx;A Lucas;P Lambin.
Reports on Progress in Physics (1999)
Profile was last updated on December 6th, 2021.
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