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Results 41-47 of 47.
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Year of Publication
Title
Author(s)
2014
Information Theoretic Optimality of Observation Driven Time Series Models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
2020
Modeling extreme events: time-varying extreme tail shape
Schwaab, Bernd
;
Zhang, Xin
;
Lucas, André
1998
A Hybrid Joint Moment Ratio Test for Financial Time Series
Groenendijk, Patrick A.
;
Lucas, André
;
de Vries, Casper G.
2019
Time-varying tail behavior for realized kernels
Opschoor, Anne
;
Lucas, André
2008
A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions
Lee, Carmen
;
Kraeussl, Roman
;
Lucas, André
;
Paas, Leonard J.
2014
Optimal Formulations for Nonlinear Autoregressive Processes
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
2023
Consistency, distributional convergence, and optimality of score-driven filters
Beutner, Eric A.
;
Lin, Yicong
;
Lucas, André
Author
20
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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