André Lucas, professor of Financial Econometrics
Department of Econometrics and Data Science
School of Business and Economics
Vrije Universiteit Amsterdam and Tinbergen Institute
Visit the GAS website as well.
Main stuff:
Publications and working papers in the Vrije Universiteit Amsterdam Research Portal
The webside on score-driven models: GAS Model website
Some old stuff:
The proofs (available on request) of JBF 2001 paper can be found in the underlying original working paper or separately here.
My PhD thesis (1996) with accompanying statements
Address:
André Lucas
SBE/EDS, Vrije Universiteit Amsterdam
De Boelelaan 1105
NL-1081HV Amsterdam
THE NETHERLANDS
Voice: +31 20 598 6039
Email: a.lucas@vu.nl