Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
2012616 citationsSiem Jan Koopman, André Lucas et al.profile →
Peers — A (Enhanced Table)
Peers by citation overlap · career bar shows stage (early→late)
cites ·
hero ref
This map shows the geographic impact of André Lucas's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by André Lucas with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites André Lucas more than expected).
This network shows the impact of papers produced by André Lucas. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by André Lucas. The network helps show where André Lucas may publish in the future.
Co-authorship network of co-authors of André Lucas
This figure shows the co-authorship network connecting the top 25 collaborators of André Lucas.
A scholar is included among the top collaborators of André Lucas based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with André Lucas. André Lucas is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works
20 of 20 papers shown
1.
Lucas, André & Anne Opschoor. (2016). Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns. RePEc: Research Papers in Economics.3 indexed citations
2.
Zhang, Xin, Bernd Schwaab, & André Lucas. (2011). Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam). 17. 6–11.10 indexed citations
3.
Koopman, Siem Jan, Roman Kräussl, & André Lucas. (2006). Credit Cycles and Macro Fundamentals. UWA Profiles and Research Repository (University of Western Australia).12 indexed citations
Lucas, André, et al.. (2003). Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam).
7.
Lucas, André, et al.. (2001). Droit de l'informatique et de l' Internet. Toulouse Capitole Publications (University Toulouse 1 Capitole).2 indexed citations
8.
Berkelaar, Arjan, et al.. (1999). Arbitrage and sampling uncertainty in financial stochastic programming models. RePub (Erasmus University Rotterdam).1 indexed citations
Lucas, André, et al.. (1998). A Hybrid Joint Moment Ratio Test for Financial Time Series. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam).10 indexed citations
11.
Lucas, André, et al.. (1998). On the inefficiency of portfolio insurance and caveats to the mean/ downside-risk framework. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam).1 indexed citations
Lucas, André, et al.. (1997). Stochastic processes, non-normal innovations, and the use of scaling ratios. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam).2 indexed citations
14.
Lucas, André. (1997). Strategic and tactical asset allocation and the effect of long-run equilibrium relations. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam).15 indexed citations
15.
Franses, Philip Hans & André Lucas. (1997). Outlier Robust Cointegration Analysis. Digital Academic REpository of VU University Amsterdam (Vrije Universiteit Amsterdam).5 indexed citations
16.
Franses, Philip Hans, André Lucas, & Teun Kloek. (1996). Outlier Robust Analysis Of Market Share And Distribution Relation For Weekly Scanning Data. SSRN Electronic Journal.1 indexed citations
Lucas, André. (1987). Le droit de l'informatique. Presses Universitaires de France eBooks.
19.
Lucas, André. (1975). La protection des créations industrielles abstraites.1 indexed citations
20.
Lucas, André. (1975). Remarques methodologiques sur l'emploi des larves de moule comme tests biologiques. 5. 126–132.1 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.