معرفی
André Lucas is a Full Professor of Financial Econometrics at Vrije Universiteit Amsterdam's School of Business and Economics, affiliated with the Tinbergen Institute. He holds leadership roles including former Head of the Econometrics and Data Science Department, Vice Dean of Research, and Program Director for MSc Finance. His PhD (1996) is from Erasmus University Rotterdam.
Research focuses on model instability, time-varying parameters in financial contexts, and risk. He developed the Generalized Autoregressive Score (GAS) model, earning NWO's VICI grant (2010-2015). He co-led the EU-funded Systemic Risk Tomography network (2013-2016).
Awards include multiple grants and recognition for contributions to econometric methodology and financial risk analysis. Teaching spans financial econometrics, statistics, and thesis supervision across undergraduate and graduate programs.
Key datasets include GAS model implementations and copula-based risk frameworks. Over 20 PhD students have secured placements at institutions like the ECB, FED Boston, and leading universities.
