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Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor…
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Opschoor, AnneLucas, AndreBarra, IstvanDijk, Dick van

We develop new multi-factor dynamic copula models with time-varying factor loadings and observation-driven dynamics. The new models are highly flexible, scalable to high dimensions, and ensure posi…

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Bank Business Models at Zero Interest Rates
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Lucas, AndreSchwaab, BerndSchaumburg, Julia

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New HEAVY Models for Fat-Tailed Realized Covariances and Returns
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Lucas, AndreDijk, Dick vanOpschoor, AnneJanus, Pawel

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Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam…
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Lucas, AndreKoopman, Siem JanLit, Rutger

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Undergraduate experiment in superconductor point-contact spectroscopy with a …
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Janson, LucasKlein, MatthewLewis, HeaterLucas, AndrewMarantan, Andrewluna, Katherine

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Dynamic factor models with macro, frailty, and industry effects for U.S. Defa…
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Lucas, AndreKoopman, Sie JanSchwaab, Bernd

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A non-gaussian panel time series model for estimating and decomposing default…
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Lucas, AndreKoopman, Siem Jan

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A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilitiers and …
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Lucas, AndreKoopman, Siem JanCreal, Drew

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Evaluating the basle guidelines for backtesting banks' internatl risk managem…
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Lucas, Andre

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Numerically Accelarated Importance Sampling for Nonlinear Non-Gaussian State-…
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Lucas, AndreKoopman, Siem JanScharth, Marcel

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Saran
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New developments in public administration : the citizen's charter
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Microwave Photonic Integrated Circuits for Millimeter-Wave Wireless Communications
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Perancangan filter pelewat jalur terkendali tegangan DC
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Manajemen kepegawaian di Indonesia
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Guaranteed performance routing of unpredictable traffic with fast path restoration
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