Dr. André Lucas

Biography

André Lucas obtained his PhD in econometrics from Erasmus University Rotterdam in 1996 and joined Vrije Universiteit Amsterdam as a Full Professor in Financial Econometrics. He is the director of graduate studies for finance at the Tinbergen Institute and has served as the program director for both the Risk Management master's program at Duisenberg School of Finance and the MSc Finance program at Vrije Universiteit Amsterdam. Additionally, he is the vice dean for research and a member of the faculty board at the School of Business and Economics, as well as the head of the Department of Econometrics and Data Science. His research interests lie in financial econometrics, focusing particularly on model instability and time-variation of model parameters, with a strong emphasis on applied financial modeling and risk assessment. Lucas co-developed a class of generalized autoregressive score models and was awarded a prestigious VICI grant by NWO (2010-2015). He has been a principal investigator in an EU-funded network on systemic risk tomography from 2013 to 2016. He has successfully placed PhD students in prestigious institutions, including the Federal Reserve Bank of Boston and the European Central Bank. His teaching portfolio includes courses in Financial Econometrics and Statistics and he has been actively involved in various graduate programs and executive education initiatives.

Research Interests

Courses