André Lucas
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Banking stability, regulation, efficiency
- Financial Markets and Investment Strategies
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- Monetary Policy and Economic Impact
Papers in
- Finance 142
- Financial Risk and Volatility Modeling 77
- Credit Risk and Financial Regulations 45
- Banking stability, regulation, efficiency 34
- Financial Markets and Investment Strategies 23
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- Market Dynamics and Volatility 49
- Complex Systems and Time Series Analysis 37
- Co-authors
- Siem Jan Koopman (71 shared papers)Drew Creal (14 shared papers)Bernd Schwaab (42 shared papers)Philip Hans Franses (12 shared papers)Dick van Dijk (9 shared papers)Pieter Klaassen (6 shared papers)Francisco Blasques (14 shared papers)Roman Kräussl (6 shared papers)
- Journals
- Journal of Business and Economic Statistics (15 papers)Journal of Econometrics (12 papers)Journal of Applied Econometrics (8 papers)Journal of Banking & Finance (6 papers)International Journal of Forecasting (5 papers)
- Partner nations
- NetherlandsDenmarkGermany
In The Last Decade
André Lucas
189 papers receiving 4.0k citations
André Lucas's Hit Papers
Peers
Comparison fields: 5 of 117
- Finance 3.1k
- General Economics, Econometrics and Finance 1.2k
- Economics and Econometrics 2.4k
- Statistics and Probability 617
- Accounting 647
Countries citing papers authored by André Lucas
This map shows the geographic impact of André Lucas's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by André Lucas with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites André Lucas more than expected).
Fields of papers citing papers by André Lucas
This network shows the impact of papers produced by André Lucas. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by André Lucas. The network helps show where André Lucas may publish in the future.
Co-authors
The 25 scholars most cited alongside André Lucas, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 206 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS Hit paper breakdown → | 2012 | 657 |
| 2 | 2011 | 197 | |
| 3 | 2011 | 133 | |
| 4 | 2005 | 115 | |
| 5 | 2015 | 104 | |
| 6 | 2007 | 102 | |
| 7 | 1999 | 91 | |
| 8 | 2016 | 88 | |
| 9 | 2013 | 87 | |
| 10 | 2001 | 87 | |
| 11 | 2011 | 86 | |
| 12 | 1997 | 83 | |
| 13 | 2008 | 83 | |
| 14 | 1998 | 83 | |
| 15 | 1995 | 78 | |
| 16 | 2007 | 75 | |
| 17 | 2008 | 67 | |
| 18 | 1999 | 62 | |
| 19 | 2003 | 54 | |
| 20 | 1995 | 50 |
About André Lucas
André Lucas is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability and Accounting, having authored 206 papers that have together received 4.4k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (77 papers), Monetary Policy and Economic Impact (60 papers), Market Dynamics and Volatility (49 papers), Credit Risk and Financial Regulations (45 papers), Complex Systems and Time Series Analysis (37 papers), Banking stability, regulation, efficiency (34 papers), Financial Markets and Investment Strategies (23 papers) and Statistical Methods and Inference (21 papers). The work is most often cited by research in Finance (3.1k citations), General Economics, Econometrics and Finance (1.2k citations), Economics and Econometrics (2.4k citations), Statistics and Probability (617 citations) and Accounting (647 citations). André Lucas has collaborated with scholars based in Netherlands, Denmark and Germany. Frequent co-authors include Siem Jan Koopman, Drew Creal, Bernd Schwaab, Philip Hans Franses, Dick van Dijk, Pieter Klaassen, Francisco Blasques, Roman Kräussl, Julia Schaumburg and Xin Zhang. Their work appears in journals such as Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Applied Econometrics, Journal of Banking & Finance and International Journal of Forecasting.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.