André Lucas

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2807-1102

Publications

• Amendments and Corrections: ‘Information-theoretic optimality of observation-driven time series models for continuous responses’ — Biometrika 2018
• Long-Term versus Short-Term Contingencies in Asset Allocation — Journal of Financial and Quantitative Analysis 2017
• Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model — Journal of the American Statistical Association 2017
• Information-theoretic optimality of observation-driven time series models for continuous responses — Biometrika 2015
• Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced? — Journal of Financial and Quantitative Analysis 2012
• Discrete-Time Financial Planning Models Under Loss-Averse Preferences — Operations Research 2005
• Comprehensive definitions of breakdown points for independent and dependent observations — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2003