Access Statistics for Andre Lucas

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model 0 0 0 0 0 2 7 571
A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model 0 0 0 57 2 2 8 502
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests 0 0 0 330 0 1 3 1,358
A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions 0 0 2 110 2 6 13 360
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 0 1 67 1 8 26 227
A General Framework for Observation Driven Time-Varying Parameter Models 3 3 4 122 4 11 26 324
A General Framework for Observation Driven Time-Varying Parameter Models 0 0 2 174 1 7 21 431
A Hybrid Joint Moment Ratio Test for Financial Time Series 0 0 0 249 0 1 10 1,302
A New Semiparametric Volatility Model 0 0 0 64 1 3 9 114
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk 0 0 1 123 0 1 17 481
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 0 216 1 3 7 1,583
A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior 0 0 1 170 1 2 7 539
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 1 4 12 72
Aggregating Credit and Market Risk: The Impact of Model Specification 0 0 0 96 0 4 13 276
An analytic approach to credit risk of large corporate bond and loan portfolios 0 0 0 875 0 2 13 1,751
Analytic Decision Rules for Financial Stochastic Programs 0 0 0 354 0 2 6 1,029
Arbitrage and sampling uncertainty in financial stochastic programming models 0 0 0 19 1 6 10 76
Bank Business Models at Zero Interest Rates 0 0 0 40 1 5 11 93
Bank business models at zero interest rates 0 0 0 36 0 3 12 95
Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong 0 1 1 426 1 5 17 1,481
Blockholder Dispersion and Firm Value 0 0 0 53 1 7 14 228
Blockholder dispersion and firm value 0 0 0 25 0 2 19 142
Business and Default Cycles for Credit Risk 0 0 1 894 2 11 25 1,946
COVID-19, Credit Risk and Macro Fundamentals 0 0 2 29 0 3 13 51
Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced? 0 0 0 60 1 5 16 236
Cash flow and discount rate risk in up and down markets: What is actually priced? 0 0 0 25 1 8 14 166
Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings 0 0 0 40 1 5 10 109
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 0 18 1 2 8 49
Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations 0 0 0 78 1 4 12 668
Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes 0 0 9 9 0 3 23 23
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 1 80 0 2 16 256
Conditional and joint credit risk 0 0 1 24 1 5 10 96
Conditional euro area sovereign default risk 0 0 1 57 1 5 14 128
Consistency, distributional convergence, and optimality of score-driven filters 0 0 1 14 2 8 26 37
Copula tensor count autoregressions for modeling multidimensional integer-valued time series 0 0 9 9 0 7 22 22
Credit Cycles and Macro Fundamentals 0 0 0 285 1 5 12 880
Credit cycles and macro fundamentals 0 0 2 182 0 2 17 617
De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen 0 0 0 54 0 3 5 462
Deepening the measurement of technical inefficiency in private farming in Georgia: locally parametric regression 0 0 0 63 0 2 2 368
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 0 1 12 1 3 27 42
Discrete versus Continuous State Switching Models for Portfolio Credit Risk 0 0 1 191 0 1 8 923
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 1 4 64
Do negative interest rates make banks less safe? 0 0 0 41 0 4 18 218
Dynamic clustering of multivariate panel data 0 0 0 80 0 2 9 137
Dynamic clustering of multivariate panel data 0 0 0 6 0 3 18 43
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 57 0 1 17 180
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 6 13 36
Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting 0 0 3 77 1 3 21 130
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 1 3 9 522
Explaining Hedge Fund Investment Styles by Loss Aversion 0 0 0 804 1 2 9 2,241
Financial Development and Fragility: A Clustering Analysis 0 0 2 13 1 2 14 32
Finite Sample Optimality of Score-Driven Volatility Models 0 0 0 49 0 0 6 58
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 0 0 10 285
Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns 0 1 1 33 0 4 7 60
Functional Location-Scale Models with Robust Observation-Driven Dynamics 0 1 3 3 0 9 27 27
Generalized Autoregressive Method of Moments 0 0 1 75 0 9 20 161
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 0 2 10 155
Global Loss Diversification in the Insurance Sector 0 0 0 47 0 1 5 244
Global credit risk: world country and industry factors 0 0 0 32 0 5 13 120
Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics 0 0 14 14 1 4 26 26
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 0 2 6 61
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 1 4 14 78
Information Theoretic Optimality of Observation Driven Time Series Models 1 2 4 51 2 5 20 114
Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model 0 0 0 53 1 7 11 104
Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions 0 0 0 35 0 2 6 101
Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models 0 0 0 72 1 5 9 73
Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter 0 0 2 16 0 5 23 31
Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter 0 1 4 21 1 7 23 52
Long Memory Dynamics for Multivariate Dependence under Heavy Tails 0 0 0 48 0 7 23 185
Long-Term versus Short-Term Contingencies in Asset Allocation 0 0 0 13 0 5 11 237
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 0 3 12 175
Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers 0 0 13 13 3 9 33 33
Maximum Likelihood Estimation for Score-Driven Models 0 1 1 60 1 5 22 209
Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties 0 0 0 52 1 5 15 133
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 2 3 13 204
Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics 0 2 10 10 2 18 44 44
Mixed Density based Copula Likelihood 0 0 0 22 0 4 12 89
Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S 0 0 0 95 0 3 16 249
Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails 0 0 1 56 0 4 13 166
Modeling Portfolio Defaults using Hidden Markov Models with Covariates 0 0 0 145 1 3 13 574
Modeling extreme events: time-varying extreme tail shape 0 0 2 29 1 8 21 94
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 1 4 15 81
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 1 9 15 29
Modeling financial sector joint tail risk in the euro area 0 0 0 18 0 1 11 84
Modeling financial sector joint tail risk in the euro area 0 0 0 36 1 2 13 78
Network, Market, and Book-Based Systemic Risk Rankings 0 0 0 65 2 7 18 140
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels 0 0 0 34 2 7 12 81
Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk 0 0 0 205 0 6 8 618
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models 0 0 1 77 1 3 9 162
Nut, gebruik en beperkingen van value-at-risk voor risicomanagement 0 0 0 95 1 3 3 373
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 2 8 164
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 2 50 0 2 13 175
Observation-driven Models for Realized Variances and Overnight Returns 0 0 0 32 0 2 7 48
On the inefficiency of portfolio insurance and caveats to the mean/downside-risk framework 0 0 0 340 1 6 6 904
Optimal Formulations for Nonlinear Autoregressive Processes 0 0 0 53 1 5 16 118
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 0 1 12 54
Outlier robust cointegration analysis 0 0 1 241 1 5 9 575
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models 0 0 0 93 0 3 13 246
Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation 0 0 0 307 0 0 8 820
Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models 0 0 0 193 0 0 5 522
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 3 7 20 213
Risk Aversion under Preference Uncertainty 0 0 0 36 0 0 7 104
Risk aversion under preference uncertainty 0 0 0 7 0 1 11 64
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 1 3 12 39
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 1 3 15 61
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 9 0 5 17 72
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 0 3 12 1,062
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 1 1 6 1,389
Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting 0 0 1 37 0 1 9 83
Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting 0 0 1 92 0 7 17 147
Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 0 0 0 35 0 1 15 78
Semi-nonparametric cointegration testing 0 0 0 152 0 0 5 484
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 1 4 13 1,028
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 0 2 70 0 5 19 136
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 51 2 6 18 167
Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models 0 0 0 7 0 3 12 71
Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes 0 0 1 61 0 5 17 150
Stochastic processes, non-normal innovations, and the use of scaling ratios 0 0 0 81 2 6 9 334
Stock Selection, Style Rotation, and Risk 0 0 0 666 0 0 5 1,804
Strategic and tactical asset allocation and the effect of long-run equilibrium relations 0 0 0 1,953 0 1 13 5,584
Systemic Risk Diagnostics 0 0 0 93 0 2 9 221
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 149 0 3 15 483
Tail Behavior of Credit Loss Distributions for General Latent Factor Models 0 0 1 414 0 3 10 1,163
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 1 35 0 3 11 68
Tail behavior of credit loss distributions 0 0 0 336 1 9 15 1,087
Testing backtesting: an evaluation of the Basle guidelines for backtesting internal risk management models of banks 0 0 0 675 0 3 9 1,676
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 0 1 9 150
Testing for Parameter Instability in Competing Modeling Frameworks 0 0 0 21 0 2 11 89
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 1 4 7 149
The Dynamic Skellam Model with Applications 0 0 1 36 0 2 11 151
The Information in Systemic Risk Rankings 0 0 0 28 0 0 19 111
The Multi-State Latent Factor Intensity Model for Credit Rating Transitions 0 0 1 239 1 4 13 694
The information in systemic risk rankings 0 0 0 41 1 3 13 166
Time Varying Transition Probabilities for Markov Regime Switching Models 0 1 2 132 1 18 37 486
Time-varying tail behavior for realized kernels 0 0 0 24 1 4 13 41
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle 0 0 0 12 0 2 11 80
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 0 0 0 63 4 11 22 243
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 12 0 0 6 95
Why do investors sell losers? How adaptation to losses affects future capitulation decisions 0 0 1 13 0 6 22 152
Total Working Papers 4 13 121 16,887 87 556 1,893 53,506
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 2 2 3 32 2 8 18 131
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk 1 1 1 53 1 3 15 220
A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior 0 0 0 0 0 2 9 454
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model 0 0 0 22 2 3 8 242
A note on the relationship between GARCH and symmetric stable processes 0 0 0 36 0 3 7 111
A stochastic recurrence equations approach for score driven correlation models 0 0 1 2 1 1 8 21
Accounting for missing values in score-driven time-varying parameter models 0 0 0 3 3 8 14 47
Amendments and Corrections 0 0 0 1 0 1 6 16
An analytic approach to credit risk of large corporate bond and loan portfolios 0 0 0 245 0 2 6 596
An outlier robust unit root test with an application to the extended Nelson-Plosser data 0 0 1 103 0 3 8 350
Bank Business Models at Zero Interest Rates 1 1 1 8 2 2 15 60
Blockholder dispersion and firm value 0 0 0 75 1 5 10 262
Business and default cycles for credit risk 0 0 0 454 0 5 15 1,256
Business and default cycles for credit risk 0 0 1 6 0 2 6 20
Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced? 0 0 0 18 0 1 7 109
Classical and Bayesian aspects of robust unit root inference 0 0 0 52 0 5 13 170
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings 0 0 0 3 0 5 10 30
Cointegration Testing Using Pseudolikelihood Ratio Tests 0 0 0 14 0 2 10 71
Community Driven Development and Structural Disadvantage: Interrogating the Social Turn in Development Programming in Indonesia 0 0 0 9 1 6 12 50
Comprehensive definitions of breakdown points for independent and dependent observations 0 0 1 9 1 5 14 114
Conditional Euro Area Sovereign Default Risk 0 0 1 42 0 5 16 137
Covid-19, credit risk management modeling, and government support 0 0 0 8 0 9 22 44
Credit cycles and macro fundamentals 0 0 0 201 0 3 9 602
Deepening the Measuring of Technical Inefficiency in Private Farming in Georgia: Locally Parametric Regression 0 0 0 89 0 0 8 376
Discrete versus continuous state switching models for portfolio credit risk 0 0 0 38 0 2 6 247
Discrete-Time Financial Planning Models Under Loss-Averse Preferences 0 0 0 2 0 6 13 27
Do negative interest rates make banks less safe? 0 0 1 65 0 2 12 209
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 1 31 1 4 15 145
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 1 2 2 0 5 13 17
Dynamic clustering of multivariate panel data 0 1 3 7 1 8 27 42
Dynamic discrete copula models for high‐frequency stock price changes 0 0 0 1 2 8 16 40
Dynamic partial correlation models 0 0 0 2 1 5 14 20
Empirical credit cycles and capital buffer formation 0 0 1 143 1 3 23 419
Erratum to "An analytic approach to credit risk of large corporate bond and loan portfolios" [Journal of Banking and Finance 25, no. 9, pp. 1635-1664] 0 0 0 32 0 0 3 136
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 0 2 8 113
Evaluating the Basle Guidelines for Backtesting Banks' Internal Risk Management Models 0 0 0 0 0 4 11 1,619
Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence 0 0 0 0 0 1 6 13
Fractional Integration and Fat Tails for Realized Covariance Kernels 0 0 0 5 0 0 4 20
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS 0 0 5 113 5 11 36 381
Global Credit Risk: World, Country and Industry Factors 0 0 1 9 1 6 18 110
Global loss diversification in the insurance sector 0 0 0 25 0 7 18 153
Hedging Large Portfolios of Options in Discrete Time 0 0 0 39 0 0 3 150
Heterogeneity and dynamics in network models 0 0 0 3 0 5 12 25
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 0 1 31 0 4 12 111
Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods 0 0 0 17 0 4 8 90
Information-theoretic optimality of observation-driven time series models for continuous responses 0 1 4 26 2 7 22 86
Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model 0 0 0 1 0 3 17 45
Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models 0 0 0 2 0 2 10 30
Long memory dynamics for multivariate dependence under heavy tails 0 0 1 25 1 8 22 128
Long-Term versus Short-Term Contingencies in Asset Allocation 0 0 0 3 0 1 8 75
Maximum likelihood estimation for score-driven models 0 0 1 12 0 2 27 69
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 2 2 84 0 3 35 240
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 1 3 2 5 18 29
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 3 13 57
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 5 18 270
Modelling Portfolio Defaults Using Hidden Markov Models with Covariates 0 0 0 87 0 3 13 439
Network, market, and book-based systemic risk rankings 0 0 1 13 2 6 10 99
New HEAVY Models for Fat-Tailed Realized Covariances and Returns 0 0 0 5 0 3 22 36
Nonlinear autoregressive models with optimality properties 0 0 0 3 0 1 9 25
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 0 3 10 104
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models 0 0 0 16 0 2 12 73
Nut, gebruik en beperkingen van Value-at-Risk voor risicomanagement 0 0 0 4 0 1 3 30
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 1 2 46 1 6 16 213
Observation-driven filtering of time-varying parameters using moment conditions 0 0 2 8 1 2 13 24
Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting 0 0 0 5 0 3 9 27
Outlier Detection in Cointegration Analysis 0 0 0 0 1 2 9 776
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 0 46 0 5 20 223
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models 0 2 2 44 1 3 22 186
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models 0 0 1 54 1 2 11 219
Quantiles for t-statistics based on M-estimators of unit roots 0 0 0 23 0 2 9 310
Risk aversion under preference uncertainty 0 0 0 17 0 5 11 127
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 0 3 11 44
SETS, arbitrage activity, and stock price dynamics 0 0 0 36 1 3 10 185
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting 0 0 0 17 2 4 11 101
Semi-nonparametric cointegration testing 0 0 0 42 0 1 9 166
Semiparametric score driven volatility models 0 0 3 28 1 4 14 99
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 1 5 15 225
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 46 0 1 23 189
Stock selection, style rotation, and risk 0 0 1 126 0 0 8 482
Tail behaviour of credit loss distributions for general latent factor models 0 0 0 100 0 4 9 463
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 2 4 11 801
Testing for Parameter Instability across Different Modeling Frameworks 0 1 1 5 0 6 16 43
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 0 2 10 524
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 1 1 1 1 6 6
The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds 0 0 0 3 1 3 11 29
The information in systemic risk rankings 0 0 0 23 0 2 8 108
The multi-state latent factor intensity model for credit rating transitions 0 2 3 156 2 8 13 482
Time-Varying Parameters in Econometrics: The editor’s foreword 0 0 3 5 0 4 19 29
Time-Varying Transition Probabilities for Markov Regime Switching Models 0 0 7 21 3 15 45 99
Time-varying variance and skewness in realized volatility measures 0 1 1 4 0 8 19 30
Unit Root Tests Based on M Estimators 0 0 0 22 1 9 15 89
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 15 8 10 21 117
Total Journal Articles 4 16 65 3,590 61 361 1,237 17,827

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