E. C. Lucas

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom E. C. Lucas trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Andrew J. Patton
  3. Alexander J. McNeil
  4. Alexandra Dias
  5. Markus Junker
  6. Paul Embrechts

Papers from E. C. Lucas's perspective

Ordered by how strongly the researchers E. C. Lucas trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  4. An Introduction to Copulas
  5. Extreme Correlation of International Equity Markets
  6. Dynamic Conditional Correlation
  7. Dynamic copula models for multivariate high-frequency data in finance
  8. Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
  9. Generalized autoregressive conditional heteroskedasticity
  10. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

Their papers