Scholar
Andre Lucas
Google Scholar ID: B38VbEMAAAAJ
Vrije Universiteit Amsterdam and Tinbergen Institute
Financial Econometrics
Risk
Econometrics
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Citations
9,279
H-index
49
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116
Publications
20
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29
list available
Publications
1 items
Spectral Dynamics and Regularization for High-Dimensional Copulas
2026
Cited
0
Co-authors
4 total
Siem Jan Koopman
Professor of Econometrics, Vrije Universiteit Amsterdam
Dick van Dijk
Professor of Financial Econometrics, Erasmus University Rotterdam
Marcel Scharth
University of Sydney Business School
Marc G Genton
Al-Khawarizmi Distinguished Professor of Statistics, KAUST