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Personal profile

Personal information

André Lucas (1969) obtained his PhD graduated in econometrics from Erasmus University Rotterdam (1996) and then joined Vrije Universiteit Amsterdam, where he is now full professor in Finance. He has been a director of graduate studies for finance at Tinbergen Institute, program director of Risk Management at Duisenberg school of finance, program director of the MSc Finance program at Vrije Universiteit Amsterdam, and vice dean of research and member of the faculty board at the School of Business and Economics. Currently, he is head of department at Econometrics and Data Science.

Personal web page: click here.


Research interests: financial econometrics, risk, asset management.

In his research, André focuses particularly on model instability and time-variation of model parameters, particularly when applied to financial modeling and risk. For this, he and his co-authors have developed the class of generalized autoregressive score models (http://gasmodel.com) for which he obtained the prestigious VICI grant of NWO (2010-2015). He also participated as one of the principal investigators in the EU funded network on systemic risk tomography (2013-2016).

His PhD students were placed at (first placements) for instance: FED Boston, ECB, Riksbank, Gothenberg University, University of Sydney, Smurfit Business School Dublin, Dutch Central Bank.


Econometrics; Empirical Finance; Research Projects; Thesis work.

Ancillary activities

  • Stichting Park Meander | Amersfoort | Bestuurder | 2015-04-01 - present

Ancillary activities are updated daily

User created Keywords

  • Financial econometrics
  • Time series