Research Output per year
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Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.
Extreme Value Theory
Mathematics
Quantile Regression
Mathematics
Value at Risk
Mathematics
Financial Time Series
Mathematics
Business Model
Mathematics
Extreme Values
Mathematics
Time Series Models
Mathematics
Nonparametric Regression
Mathematics
Network
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Research Output 2012 2018
Bank Business Models at Zero Interest Rates
Lucas, A., Schaumburg, J. & Schwaab, B. 25 May 2018 (Accepted/In press) In : Journal of Business and Economic Statistics. p. 1-14 14 p.Research output: Contribution to journal › Article
Business Model
Interest Rates
interest rate
bank
Zero
Do negative interest rates make banks less safe?
Nucera, F., Lucas, A., Schaumburg, J. & Schwaab, B. 2017 In : Economics Letters. 159, October, p. 112-115 4 p.Research output: Contribution to journal › Article
Interest rates
Business model
Financial crisis
Income
Propensity
Do Negative Interest Rates Make Banks Less Safe?
Nucera, F., Lucas, A., Schaumburg, J. & Schwaab, B. 2017 Amsterdam: Tinbergen Institute, 9 p.(TI Discussion Paper Series; no. 17-041/IV)Research output: Working paper
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models
Lucas, A., Opschoor, A. & Schaumburg, J. 2016 Amsterdam: Tinbergen Institute, 7 p.(TI Discussion Series; no. 16-067/IV)Research output: Working paper
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models
Lucas, A., Opschoor, A. & Schaumburg, J. 2016 In : Economics Letters. 148, p. 96-98Research output: Contribution to journal › Article
Time-varying parameter model
Missing values
Transition dynamics
Missing data