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Year of Publication
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2020
Dynamic clustering of multivariate panel data
Lucas, André
;
Schaumburg, Julia
;
Schwaab, Bernd
2003
Business and Default Cycles for Credit Risk
Koopman, Siem Jan
;
Lucas, André
2011
Long Memory Dynamics for Multivariate Dependence under Heavy Tails
Janus, Pawel
;
Koopman, Siem Jan
;
Lucas, André
2015
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lasak, Katarzyna
;
Lucas, André
2015
Global Credit Risk: World, Country and Industry Factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
2002
Explaining Hedge Fund Investment Styles by Loss Aversion
Siegmann, Arjen
;
Lucas, André
2018
Estimation Risk and Shrinkage in Vast-Dimensional Fundamental Factor Models
van Vlodrop, Andries C.
;
Lucas, André
2015
Generalized Autoregressive Method of Moments
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
;
Zamojski, Marcin
2015
Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions
Koopman, Siem Jan
;
Lit, Rutger
;
Lucas, André
2002
Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
Author
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Koopman, Siem Jan
6
Opschoor, Anne
5
Blasques, Francisco
5
Schwaab, Bernd
3
Creal, Drew
3
Klaassen, Pieter
3
van Dijk, Dick
2
Banachewicz, Konrad
2
Franses, Philip Hans
2
Janus, Pawel
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