受强制性开放获取政策约束的文章 - Andre Lucas了解详情
无法在其他位置公开访问的文章：2 篇
Community driven development and structural disadvantage: interrogating the social turn in development programming in Indonesia
JF McCarthy, DJ Steenbergen, C Warren, G Acciaioli, G Baker, A Lucas, ...
The Journal of Development Studies 53 (12), 1988-2004, 2017
强制性开放获取政策： Australian Research Council
Observation-driven filtering of time-varying parameters using moment conditions
D Creal, SJ Koopman, A Lucas, M Zamojski
Journal of Econometrics 238 (2), 105635, 2024
强制性开放获取政策： Netherlands Organisation for Scientific Research
可在其他位置公开访问的文章：52 篇
Information-theoretic optimality of observation-driven time series models for continuous responses
F Blasques, SJ Koopman, A Lucas
Biometrika 102 (2), 325-343, 2015
强制性开放获取政策： Danish National Research Foundation
Predicting time-varying parameters with parameter-driven and observation-driven models
SJ Koopman, A Lucas, M Scharth
Review of Economics and Statistics 98 (1), 97-110, 2016
强制性开放获取政策： Australian Research Council, Danish National Research Foundation …
Spillover dynamics for systemic risk measurement using spatial financial time series models
F Blasques, SJ Koopman, A Lucas, J Schaumburg
Journal of Econometrics 195 (2), 211-223, 2016
强制性开放获取政策： German Research Foundation, Danish National Research Foundation, Netherlands …
Maximum likelihood estimation for score-driven models
F Blasques, J van Brummelen, SJ Koopman, A Lucas
Journal of Econometrics 227 (2), 325-346, 2022
强制性开放获取政策： Danish National Research Foundation, Netherlands Organisation for Scientific …
Time‐varying transition probabilities for Markov regime switching models
M Bazzi, F Blasques, SJ Koopman, A Lucas
Journal of Time Series Analysis 38 (3), 458-478, 2017
强制性开放获取政策： Danish National Research Foundation, Netherlands Organisation for Scientific …
Do negative interest rates make banks less safe?
F Nucera, A Lucas, J Schaumburg, B Schwaab
Economics Letters 159, 112-115, 2017
强制性开放获取政策： Netherlands Organisation for Scientific Research
New HEAVY models for fat-tailed realized covariances and returns
A Opschoor, P Janus, A Lucas, D Van Dijk
Journal of Business & Economic Statistics 36 (4), 643-657, 2018
强制性开放获取政策： Netherlands Organisation for Scientific Research
Stationarity and ergodicity of univariate generalized autoregressive score processes
F Blasques, SJ Koopman, A Lucas
强制性开放获取政策： Danish National Research Foundation
The information in systemic risk rankings
F Nucera, B Schwaab, SJ Koopman, A Lucas
Journal of Empirical Finance 38, 461-475, 2016
强制性开放获取政策： Danish National Research Foundation, Netherlands Organisation for Scientific …
Bank business models at zero interest rates
A Lucas, J Schaumburg, B Schwaab
Journal of Business & Economic Statistics 37 (3), 542-555, 2019
强制性开放获取政策： Netherlands Organisation for Scientific Research
Score-driven exponentially weighted moving averages and value-at-risk forecasting
A Lucas, X Zhang
International Journal of Forecasting 32 (2), 293-302, 2016
强制性开放获取政策： Netherlands Organisation for Scientific Research
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
SJ Koopman, A Lucas, M Scharth
Journal of Business & Economic Statistics 33 (1), 114-127, 2015
强制性开放获取政策： Australian Research Council, Danish National Research Foundation
Long memory dynamics for multivariate dependence under heavy tails
P Janus, SJ Koopman, A Lucas
Journal of Empirical Finance 29, 187-206, 2014
强制性开放获取政策： Danish National Research Foundation
Global credit risk: World, country and industry factors
B Schwaab, SJ Koopman, A Lucas
Journal of Applied Econometrics 32 (2), 296-317, 2017
强制性开放获取政策： Danish National Research Foundation, Netherlands Organisation for Scientific …
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
F Blasques, SJ Koopman, K Łasak, A Lucas
International Journal of Forecasting 32 (3), 875-887, 2016
强制性开放获取政策： Danish National Research Foundation, Netherlands Organisation for Scientific …
Modeling financial sector joint tail risk in the euro area
A Lucas, B Schwaab, X Zhang
Journal of Applied Econometrics 32 (1), 171-191, 2017
强制性开放获取政策： Netherlands Organisation for Scientific Research
Intraday stochastic volatility in discrete price changes: the dynamic Skellam model
SJ Koopman, R Lit, A Lucas
Journal of the American Statistical Association 112 (520), 1490-1503, 2017
强制性开放获取政策： Danish National Research Foundation, Netherlands Organisation for Scientific …
Dynamic discrete copula models for high‐frequency stock price changes
SJ Koopman, R Lit, A Lucas, A Opschoor
Journal of Applied Econometrics 33 (7), 966-985, 2018
强制性开放获取政策： Danish National Research Foundation, Netherlands Organisation for Scientific …
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