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 3 5 569
A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model 0 0 0 57 2 5 6 500
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests 0 0 0 330 0 2 2 1,357
A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions 1 1 2 110 2 5 8 354
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 0 1 67 3 11 18 219
A General Framework for Observation Driven Time-Varying Parameter Models 0 1 1 119 3 10 16 313
A General Framework for Observation Driven Time-Varying Parameter Models 0 0 2 174 0 7 15 424
A Hybrid Joint Moment Ratio Test for Financial Time Series 0 0 0 249 2 5 9 1,301
A New Semiparametric Volatility Model 0 0 0 64 0 4 6 111
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk 0 1 1 123 0 3 16 480
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 0 216 0 4 4 1,580
A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior 0 0 1 170 1 3 5 537
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 2 6 8 68
Aggregating Credit and Market Risk: The Impact of Model Specification 0 0 0 96 1 6 9 272
An analytic approach to credit risk of large corporate bond and loan portfolios 0 0 0 875 2 7 11 1,749
Analytic Decision Rules for Financial Stochastic Programs 0 0 0 354 0 2 4 1,027
Arbitrage and sampling uncertainty in financial stochastic programming models 0 0 0 19 0 4 4 70
Bank Business Models at Zero Interest Rates 0 0 0 40 1 3 6 88
Bank business models at zero interest rates 0 0 0 36 1 4 10 92
Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong 0 0 0 425 1 7 13 1,476
Blockholder Dispersion and Firm Value 0 0 0 53 0 4 8 221
Blockholder dispersion and firm value 0 0 0 25 0 12 18 140
Business and Default Cycles for Credit Risk 0 1 1 894 3 10 14 1,935
COVID-19, Credit Risk and Macro Fundamentals 0 1 3 29 2 8 12 48
Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced? 0 0 0 60 2 6 11 231
Cash flow and discount rate risk in up and down markets: What is actually priced? 0 0 0 25 1 5 6 158
Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings 0 0 2 40 2 4 7 104
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 0 18 0 1 7 47
Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations 0 0 0 78 0 6 8 664
Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes 1 2 9 9 4 12 20 20
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 1 1 80 3 12 14 254
Conditional and joint credit risk 1 1 1 24 1 3 5 91
Conditional euro area sovereign default risk 0 0 1 57 0 4 10 123
Consistency, distributional convergence, and optimality of score-driven filters 0 1 1 14 2 11 18 29
Copula tensor count autoregressions for modeling multidimensional integer-valued time series 0 1 9 9 3 9 15 15
Credit Cycles and Macro Fundamentals 0 0 0 285 1 5 8 875
Credit cycles and macro fundamentals 0 0 2 182 4 11 15 615
De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen 0 0 0 54 1 2 2 459
Deepening the measurement of technical inefficiency in private farming in Georgia: locally parametric regression 0 0 0 63 0 0 0 366
Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution 0 1 1 12 5 18 26 39
Discrete versus Continuous State Switching Models for Portfolio Credit Risk 0 0 1 191 1 5 8 922
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 2 3 63
Do negative interest rates make banks less safe? 0 0 0 41 3 10 14 214
Dynamic clustering of multivariate panel data 0 0 0 6 0 10 16 40
Dynamic clustering of multivariate panel data 0 0 0 80 0 5 7 135
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 57 3 9 17 179
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 4 7 30
Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting 0 0 3 77 3 12 22 127
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 0 4 6 519
Explaining Hedge Fund Investment Styles by Loss Aversion 0 0 0 804 2 3 7 2,239
Financial Development and Fragility: A Clustering Analysis 0 0 4 13 0 6 13 30
Finite Sample Optimality of Score-Driven Volatility Models 0 0 0 49 0 3 6 58
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 1 7 10 285
Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns 0 0 0 32 0 2 3 56
Functional Location-Scale Models with Robust Observation-Driven Dynamics 0 1 2 2 5 11 18 18
Generalized Autoregressive Method of Moments 0 1 1 75 3 8 12 152
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 1 6 8 153
Global Loss Diversification in the Insurance Sector 0 0 0 47 0 2 4 243
Global credit risk: world country and industry factors 0 0 0 32 1 4 8 115
Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics 0 2 14 14 1 12 22 22
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 0 2 5 59
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 2 8 10 74
Information Theoretic Optimality of Observation Driven Time Series Models 0 1 2 49 4 9 16 109
Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model 0 0 0 53 0 4 5 97
Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions 0 0 0 35 0 2 4 99
Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models 0 0 0 72 0 3 4 68
Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter 0 1 16 16 1 10 26 26
Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter 0 1 4 20 3 9 18 45
Long Memory Dynamics for Multivariate Dependence under Heavy Tails 0 0 0 48 5 9 17 178
Long-Term versus Short-Term Contingencies in Asset Allocation 0 0 1 13 1 5 7 232
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 1 8 9 172
Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers 0 2 13 13 2 17 24 24
Maximum Likelihood Estimation for Score-Driven Models 0 0 0 59 3 11 18 204
Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties 0 0 1 52 1 6 12 128
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 2 5 10 201
Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics 1 2 8 8 3 15 26 26
Mixed Density based Copula Likelihood 0 0 0 22 0 6 8 85
Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S 0 0 1 95 3 10 16 246
Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails 0 1 1 56 2 7 9 162
Modeling Portfolio Defaults using Hidden Markov Models with Covariates 0 0 2 145 0 4 13 571
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 2 7 12 77
Modeling extreme events: time-varying extreme tail shape 0 1 2 29 3 7 13 86
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 0 3 6 20
Modeling financial sector joint tail risk in the euro area 0 0 0 18 0 8 10 83
Modeling financial sector joint tail risk in the euro area 0 0 0 36 1 9 11 76
Network, Market, and Book-Based Systemic Risk Rankings 0 0 0 65 2 7 11 133
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels 0 0 0 34 1 3 5 74
Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk 0 0 0 205 0 2 2 612
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models 0 0 1 77 0 5 7 159
Nut, gebruik en beperkingen van value-at-risk voor risicomanagement 0 0 0 95 0 0 0 370
Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 0 57 0 4 6 162
Observation driven mixed-measurement dynamic factor models with an application to credit risk 1 1 2 50 1 6 13 173
Observation-driven Models for Realized Variances and Overnight Returns 0 0 0 32 0 4 5 46
On the inefficiency of portfolio insurance and caveats to the mean/downside-risk framework 0 0 0 340 0 0 1 898
Optimal Formulations for Nonlinear Autoregressive Processes 0 0 0 53 0 7 12 113
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 0 5 12 53
Outlier robust cointegration analysis 0 1 1 241 0 4 4 570
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models 0 0 0 93 1 4 10 243
Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation 0 0 0 307 1 5 8 820
Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models 0 0 0 193 0 4 5 522
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 2 9 13 206
Risk Aversion under Preference Uncertainty 0 0 0 36 2 4 7 104
Risk aversion under preference uncertainty 0 0 0 7 1 9 10 63
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 3 8 9 36
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 3 11 12 58
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 9 1 8 14 67
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 2 7 9 1,059
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 1 5 6 1,388
Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting 0 1 1 37 0 3 9 82
Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting 0 1 1 92 0 6 11 140
Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 0 0 0 35 7 12 15 77
Semi-nonparametric cointegration testing 0 0 0 152 1 3 6 484
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 0 6 9 1,024
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 1 2 70 1 8 14 131
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 2 51 0 6 12 161
Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models 0 0 0 7 1 6 9 68
Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes 1 1 1 61 3 5 14 145
Stochastic processes, non-normal innovations, and the use of scaling ratios 0 0 0 81 0 3 3 328
Stock Selection, Style Rotation, and Risk 0 0 0 666 0 4 5 1,804
Strategic and tactical asset allocation and the effect of long-run equilibrium relations 0 0 0 1,953 3 9 13 5,583
Systemic Risk Diagnostics 0 0 0 93 0 5 7 219
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 0 149 2 6 13 480
Tail Behavior of Credit Loss Distributions for General Latent Factor Models 0 0 1 414 0 4 8 1,160
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 0 1 35 2 4 8 65
Tail behavior of credit loss distributions 0 0 0 336 1 4 6 1,078
Testing backtesting: an evaluation of the Basle guidelines for backtesting internal risk management models of banks 0 0 0 675 0 6 6 1,673
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 1 7 9 149
Testing for Parameter Instability in Competing Modeling Frameworks 0 0 0 21 1 3 9 87
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 0 2 4 145
The Dynamic Skellam Model with Applications 0 0 1 36 1 6 10 149
The Information in Systemic Risk Rankings 0 0 0 28 3 9 20 111
The Multi-State Latent Factor Intensity Model for Credit Rating Transitions 0 0 2 239 2 5 11 690
The information in systemic risk rankings 0 0 0 41 3 9 11 163
Time Varying Transition Probabilities for Markov Regime Switching Models 0 0 2 131 1 7 20 468
Time-varying tail behavior for realized kernels 0 0 0 24 2 5 9 37
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle 0 0 0 12 1 4 9 78
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 0 0 0 63 5 10 11 232
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 12 0 6 7 95
Why do investors sell losers? How adaptation to losses affects future capitulation decisions 0 0 1 13 3 10 16 146
Total Working Papers 6 31 136 16,874 184 857 1,414 52,950
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 0 0 1 30 1 7 11 123
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk 0 0 0 52 3 9 12 217
A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior 0 0 0 0 0 3 7 452
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model 0 0 0 22 0 3 5 239
A note on the relationship between GARCH and symmetric stable processes 0 0 0 36 0 3 4 108
A stochastic recurrence equations approach for score driven correlation models 0 1 1 2 0 6 7 20
Accounting for missing values in score-driven time-varying parameter models 0 0 0 3 2 4 6 39
Amendments and Corrections 0 0 0 1 0 3 5 15
An analytic approach to credit risk of large corporate bond and loan portfolios 0 0 0 245 0 3 4 594
An outlier robust unit root test with an application to the extended Nelson-Plosser data 0 0 1 103 0 2 5 347
Bank Business Models at Zero Interest Rates 0 0 0 7 1 6 13 58
Blockholder dispersion and firm value 0 0 4 75 0 1 13 257
Business and default cycles for credit risk 0 0 1 454 3 8 11 1,251
Business and default cycles for credit risk 0 0 2 6 0 3 5 18
Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced? 0 0 0 18 0 5 6 108
Classical and Bayesian aspects of robust unit root inference 0 0 0 52 0 7 8 165
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings 0 0 0 3 0 1 6 25
Cointegration Testing Using Pseudolikelihood Ratio Tests 0 0 0 14 0 7 9 69
Community Driven Development and Structural Disadvantage: Interrogating the Social Turn in Development Programming in Indonesia 0 0 0 9 0 5 6 44
Comprehensive definitions of breakdown points for independent and dependent observations 0 0 1 9 1 6 10 109
Conditional Euro Area Sovereign Default Risk 0 1 1 42 2 8 11 132
Covid-19, credit risk management modeling, and government support 0 0 0 8 2 12 13 35
Credit cycles and macro fundamentals 0 0 0 201 2 5 7 599
Deepening the Measuring of Technical Inefficiency in Private Farming in Georgia: Locally Parametric Regression 0 0 0 89 2 5 9 376
Discrete versus continuous state switching models for portfolio credit risk 0 0 0 38 0 3 4 245
Discrete-Time Financial Planning Models Under Loss-Averse Preferences 0 0 0 2 1 4 9 21
Do negative interest rates make banks less safe? 0 0 1 65 0 4 10 207
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 1 1 31 1 7 13 141
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 0 1 1 0 2 10 12
Dynamic clustering of multivariate panel data 0 0 3 6 2 8 23 34
Dynamic discrete copula models for high‐frequency stock price changes 0 0 0 1 2 4 8 32
Dynamic partial correlation models 0 0 0 2 2 7 9 15
Empirical credit cycles and capital buffer formation 0 1 1 143 6 18 20 416
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 2 3 136
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 0 5 6 111
Evaluating the Basle Guidelines for Backtesting Banks' Internal Risk Management Models 0 0 0 0 0 2 10 1,615
Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence 0 0 0 0 0 3 7 12
Fractional Integration and Fat Tails for Realized Covariance Kernels 0 0 0 5 0 3 4 20
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS 1 1 7 113 6 11 31 370
Global Credit Risk: World, Country and Industry Factors 0 0 2 9 1 7 13 104
Global loss diversification in the insurance sector 0 0 0 25 3 9 11 146
Hedging Large Portfolios of Options in Discrete Time 0 0 0 39 1 1 3 150
Heterogeneity and dynamics in network models 0 0 0 3 0 6 8 20
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 1 1 1 31 1 5 9 107
Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods 0 0 0 17 0 2 4 86
Information-theoretic optimality of observation-driven time series models for continuous responses 0 2 3 25 1 10 15 79
Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model 0 0 0 1 2 8 14 42
Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models 0 0 0 2 3 6 8 28
Long memory dynamics for multivariate dependence under heavy tails 0 1 1 25 1 11 14 120
Long-Term versus Short-Term Contingencies in Asset Allocation 0 0 0 3 2 6 7 74
Maximum likelihood estimation for score-driven models 1 1 3 12 4 17 29 67
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 0 82 2 31 32 237
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 2 3 2 10 16 24
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 2 8 10 54
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 0 7 13 265
Modelling Portfolio Defaults Using Hidden Markov Models with Covariates 0 0 0 87 0 2 10 436
Network, market, and book-based systemic risk rankings 0 0 1 13 0 2 5 93
New HEAVY Models for Fat-Tailed Realized Covariances and Returns 0 0 0 5 0 16 19 33
Nonlinear autoregressive models with optimality properties 0 0 1 3 2 7 9 24
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 2 4 7 101
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models 0 0 0 16 1 6 10 71
Nut, gebruik en beperkingen van Value-at-Risk voor risicomanagement 0 0 0 4 0 1 2 29
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 1 2 45 1 6 12 207
Observation-driven filtering of time-varying parameters using moment conditions 1 1 2 8 1 7 11 22
Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting 0 0 1 5 0 2 7 24
Outlier Detection in Cointegration Analysis 0 0 0 0 1 5 9 774
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 0 46 0 12 15 218
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models 0 0 1 42 2 9 22 183
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models 0 0 1 54 0 5 9 217
Quantiles for t-statistics based on M-estimators of unit roots 0 0 0 23 1 6 7 308
Risk aversion under preference uncertainty 0 0 0 17 0 4 6 122
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 2 6 9 41
SETS, arbitrage activity, and stock price dynamics 0 0 0 36 2 7 8 182
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting 0 0 0 17 2 7 7 97
Semi-nonparametric cointegration testing 0 0 0 42 0 5 8 165
Semiparametric score driven volatility models 0 2 4 28 1 5 12 95
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 0 5 10 220
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 46 1 9 24 188
Stock selection, style rotation, and risk 0 1 1 126 0 5 8 482
Tail behaviour of credit loss distributions for general latent factor models 0 0 0 100 2 4 5 459
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 0 3 8 797
Testing for Parameter Instability across Different Modeling Frameworks 0 0 0 4 2 8 11 37
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 1 3 10 522
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 0 0 1 1 0 1 5 5
The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds 0 0 0 3 2 5 8 26
The information in systemic risk rankings 0 0 0 23 0 3 8 106
The multi-state latent factor intensity model for credit rating transitions 0 0 1 154 1 3 7 474
Time-Varying Parameters in Econometrics: The editor’s foreword 0 1 3 5 3 11 16 25
Time-Varying Transition Probabilities for Markov Regime Switching Models 2 4 8 21 10 18 32 84
Time-varying variance and skewness in realized volatility measures 0 0 1 3 0 4 13 22
Unit Root Tests Based on M Estimators 0 0 0 22 5 5 6 80
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 15 0 5 12 107
Total Journal Articles 6 20 69 3,574 109 565 953 17,466

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