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 1 2 2 566
A Comparison of Minimum MSE and Maximum Power for the nearly Integrated Non-Gaussian Model 0 0 0 57 1 1 1 495
A Comparison of Parametric, Semi-nonparametric, Adaptive, and Nonparametric Cointegration Tests 0 0 0 330 0 0 0 1,355
A Dynamic Model of Investor Decision-Making: How Adaptation to Losses affects Future Selling Decisions 1 1 1 109 1 1 3 349
A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations 0 1 1 67 3 7 7 208
A General Framework for Observation Driven Time-Varying Parameter Models 2 2 2 174 4 7 8 417
A General Framework for Observation Driven Time-Varying Parameter Models 0 0 0 118 1 4 7 303
A Hybrid Joint Moment Ratio Test for Financial Time Series 0 0 0 249 1 3 4 1,296
A New Semiparametric Volatility Model 0 0 0 64 0 1 2 107
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk 0 0 0 122 2 3 13 477
A comparison of parametric, semi-nonparametric, adaptive and nonparametric tests 0 0 0 216 0 0 0 1,576
A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior 1 1 1 170 2 2 3 534
Accounting for Missing Values in Score-Driven Time-Varying Parameter Models 0 0 0 14 1 1 2 62
Aggregating Credit and Market Risk: The Impact of Model Specification 0 0 0 96 1 1 3 266
An analytic approach to credit risk of large corporate bond and loan portfolios 0 0 0 875 0 2 4 1,742
Analytic Decision Rules for Financial Stochastic Programs 0 0 0 354 1 2 2 1,025
Arbitrage and sampling uncertainty in financial stochastic programming models 0 0 0 19 0 0 1 66
Bank Business Models at Zero Interest Rates 0 0 0 40 3 3 3 85
Bank business models at zero interest rates 0 0 1 36 4 4 7 88
Black Scholes for Portfolios of Options in Discrete Time: the Price is Right, the Hedge is wrong 0 0 0 425 1 5 7 1,469
Blockholder Dispersion and Firm Value 0 0 0 53 2 3 6 217
Blockholder dispersion and firm value 0 0 0 25 2 4 6 128
Business and Default Cycles for Credit Risk 0 0 1 893 3 3 5 1,925
COVID-19, Credit Risk and Macro Fundamentals 0 1 2 28 0 1 4 40
Cash Flow and Discount Rate Risk in Up and Down Markets: What is actually priced? 0 0 0 60 3 5 5 225
Cash flow and discount rate risk in up and down markets: What is actually priced? 0 0 0 25 1 1 2 153
Closed-Form Multi-Factor Copula Models with Observation-Driven Dynamic Factor Loadings 0 0 2 40 0 1 3 100
Clustering Dynamics and Persistence for Financial Multivariate Panel Data 0 0 1 18 1 2 7 46
Comprehensive Definitions of Breakdown-Points for Independent and Dependent Observations 0 0 0 78 1 1 2 658
Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes 1 1 7 7 1 4 8 8
Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk 0 0 0 79 0 1 2 242
Conditional and joint credit risk 0 0 0 23 0 2 2 88
Conditional euro area sovereign default risk 1 1 1 57 4 5 6 119
Consistency, distributional convergence, and optimality of score-driven filters 0 0 0 13 3 5 7 18
Copula tensor count autoregressions for modeling multidimensional integer-valued time series 0 1 8 8 1 3 6 6
Credit Cycles and Macro Fundamentals 0 0 0 285 1 1 5 870
Credit cycles and macro fundamentals 0 1 2 182 0 1 4 604
De Pensioen- en Verzekeringskamer komen van rechts: buffervorming en beleggingsbeleid bij Nederlandse Pensioenfondsen 0 0 0 54 0 0 0 457
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 0 0 11 2 2 10 21
Discrete versus Continuous State Switching Models for Portfolio Credit Risk 1 1 2 191 1 2 4 917
Do Negative Interest Rates Make Banks Less Safe? 0 0 0 37 0 1 2 61
Do negative interest rates make banks less safe? 0 0 0 41 3 4 4 204
Dynamic clustering of multivariate panel data 0 0 0 80 1 1 2 130
Dynamic clustering of multivariate panel data 0 0 0 6 2 4 7 30
Dynamic factor models with macro, frailty and industry effects for US default counts: the credit crisis of 2008 0 0 1 57 3 4 8 170
Dynamic nonparametric clustering of multivariate panel data 0 0 0 22 1 3 3 26
Dynamic term structure models with score-driven time-varying parameters: estimation and forecasting 1 3 3 77 4 6 10 115
Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model 0 0 0 71 1 2 3 515
Explaining Hedge Fund Investment Styles by Loss Aversion 0 0 0 804 2 3 4 2,236
Financial Development and Fragility: A Clustering Analysis 0 1 5 13 1 3 8 24
Finite Sample Optimality of Score-Driven Volatility Models 0 0 0 49 2 2 3 55
Forecasting Cross-Sections of Frailty-Correlated Default 0 0 0 73 2 3 4 278
Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns 0 0 0 32 1 1 2 54
Functional Location-Scale Models with Robust Observation-Driven Dynamics 0 0 1 1 2 3 7 7
Generalized Autoregressive Method of Moments 0 0 0 74 1 3 5 144
Global Credit Risk: World, Country and Industry Factors 0 0 0 26 1 2 2 147
Global Loss Diversification in the Insurance Sector 0 0 0 47 1 1 3 241
Global credit risk: world country and industry factors 0 0 0 32 0 3 5 111
Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics 0 0 12 12 1 4 10 10
In-Sample Bounds for Time-Varying Parameters of Observation Driven Models 0 0 0 15 1 2 3 57
In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models 0 0 0 61 0 2 2 66
Information Theoretic Optimality of Observation Driven Time Series Models 0 1 1 48 4 5 7 100
Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model 0 0 0 53 0 0 2 93
Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions 0 0 0 35 1 2 2 97
Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models 0 0 0 72 0 1 1 65
Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter 0 0 10 19 1 3 15 36
Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter 0 1 15 15 0 4 16 16
Long Memory Dynamics for Multivariate Dependence under Heavy Tails 0 0 1 48 5 7 9 169
Long-Term versus Short-Term Contingencies in Asset Allocation 0 0 1 13 1 1 2 227
Macro, Industry and Frailty Effects in Defaults: The 2008 Credit Crisis in Perspective 0 0 0 57 1 1 4 164
Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers 0 2 11 11 1 3 7 7
Maximum Likelihood Estimation for Score-Driven Models 0 0 0 59 2 5 7 193
Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties 0 0 1 52 2 4 6 122
Measuring Credit Risk in a Large Banking System: Econometric Modeling and Empirics 0 0 0 103 1 5 5 196
Measuring and Explaining the CDS-Bond Basis Term-Structure Shape and Dynamics 1 2 6 6 2 3 11 11
Mixed Density based Copula Likelihood 0 0 0 22 0 1 2 79
Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S 0 0 1 95 1 1 6 236
Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails 0 0 0 55 0 0 3 155
Modeling Portfolio Defaults using Hidden Markov Models with Covariates 0 0 2 145 3 6 9 567
Modeling extreme events: time-varying extreme tail shape 0 0 0 22 2 4 5 70
Modeling extreme events: time-varying extreme tail shape 0 0 1 28 1 4 6 79
Modeling extreme events:time-varying extreme tail shape 0 0 0 9 0 3 3 17
Modeling financial sector joint tail risk in the euro area 0 0 0 18 1 2 3 75
Modeling financial sector joint tail risk in the euro area 0 0 0 36 1 1 2 67
Network, Market, and Book-Based Systemic Risk Rankings 0 0 0 65 3 4 5 126
New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels 0 0 0 34 1 2 2 71
Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk 0 0 1 205 0 0 1 610
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models 0 1 1 77 0 1 2 154
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 1 2 2 158
Observation driven mixed-measurement dynamic factor models with an application to credit risk 0 0 1 49 1 3 8 167
Observation-driven Models for Realized Variances and Overnight Returns 0 0 1 32 0 0 3 42
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 1 2 6 106
Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data 0 0 0 4 1 4 7 48
Outlier robust cointegration analysis 0 0 0 240 0 0 1 566
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models 0 0 0 93 3 5 6 239
Pro-Cyclicality, Empirical Credit Cycles, and Capital Buffer Formation 0 0 0 307 0 0 3 815
Quantile Forecasting for Credit Risk Management using possibly Mis-specified Hidden Markov Models 0 0 0 193 0 1 1 518
Regime switches in the volatility and correlation of financial institutions 0 0 0 102 3 4 7 197
Risk Aversion under Preference Uncertainty 0 0 0 36 1 2 3 100
Risk aversion under preference uncertainty 0 0 0 7 1 1 1 54
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 10 1 1 2 47
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 24 1 1 1 28
Risk endogeneity at the lender/investor-of-last-resort 0 0 1 9 3 4 6 59
Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch Evidence 0 0 0 245 1 2 4 1,052
SETS, Arbitrage Activity, and Stock Price Dynamics 0 0 0 310 0 0 2 1,383
Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting 0 0 0 36 3 5 6 79
Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting 0 0 0 91 1 3 5 134
Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads 0 0 0 35 1 1 4 65
Semi-nonparametric cointegration testing 0 0 0 152 1 2 3 481
Short Patches of Outliers, ARCH and Volatility Modeling 0 0 0 281 0 3 3 1,018
Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models 0 1 1 69 4 6 6 123
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 2 2 51 2 5 6 155
Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models 0 0 0 7 1 3 3 62
Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes 0 0 0 60 3 6 9 140
Stochastic processes, non-normal innovations, and the use of scaling ratios 0 0 0 81 0 0 0 325
Stock Selection, Style Rotation, and Risk 0 0 0 666 0 0 2 1,800
Strategic and tactical asset allocation and the effect of long-run equilibrium relations 0 0 0 1,953 2 2 6 5,574
Systemic Risk Diagnostics 0 0 0 93 1 2 3 214
Systemic risk diagnostics: coincident indicators and early warning signals 0 0 1 149 1 6 8 474
Tail Behavior of Credit Loss Distributions for General Latent Factor Models 0 0 1 414 1 1 4 1,156
Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution 0 1 1 35 2 3 5 61
Tail behavior of credit loss distributions 0 0 0 336 2 2 3 1,074
Testing backtesting: an evaluation of the Basle guidelines for backtesting internal risk management models of banks 0 0 0 675 0 0 0 1,667
Testing for ARCH in the Presence of Additive Outliers 0 0 0 26 1 1 3 142
Testing for Parameter Instability in Competing Modeling Frameworks 0 0 0 21 5 6 8 84
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 47 0 0 2 143
The Dynamic Skellam Model with Applications 0 0 1 36 2 2 4 143
The Information in Systemic Risk Rankings 0 0 0 28 4 6 11 102
The Multi-State Latent Factor Intensity Model for Credit Rating Transitions 0 0 2 239 2 2 6 685
The information in systemic risk rankings 0 0 1 41 1 1 5 154
Time Varying Transition Probabilities for Markov Regime Switching Models 0 1 2 131 2 8 14 461
Time-varying tail behavior for realized kernels 0 0 0 24 2 4 4 32
Washington Meets Wall Street: A Closer Examination of the Presidential Cylce Puzzle 0 0 0 12 0 4 7 74
Washington meets Wall Street: A Closer Examination of the Presidential Cycle Puzzle 0 0 1 63 1 1 7 222
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 12 0 0 2 89
Why do investors sell losers? How adaptation to losses affects future capitulation decisions 1 1 1 13 4 6 6 136
Total Working Papers 10 28 123 16,843 184 349 632 52,093
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 1 2 30 1 2 6 116
A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk 0 0 0 52 2 2 5 208
A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior 0 0 0 0 2 3 4 449
A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model 0 0 0 22 1 1 2 236
A note on the relationship between GARCH and symmetric stable processes 0 0 0 36 1 1 2 105
A stochastic recurrence equations approach for score driven correlation models 0 0 0 1 0 0 2 14
Accounting for missing values in score-driven time-varying parameter models 0 0 0 3 0 1 2 35
Amendments and Corrections 0 0 0 1 2 2 2 12
An analytic approach to credit risk of large corporate bond and loan portfolios 0 0 0 245 0 0 2 591
An outlier robust unit root test with an application to the extended Nelson-Plosser data 0 0 1 103 2 2 3 345
Bank Business Models at Zero Interest Rates 0 0 0 7 2 5 9 52
Blockholder dispersion and firm value 0 0 11 75 3 4 21 256
Business and default cycles for credit risk 0 0 1 454 1 2 7 1,243
Business and default cycles for credit risk 0 1 3 6 0 1 3 15
Cash Flow and Discount Rate Risk in Up and Down Markets: What Is Actually Priced? 0 0 0 18 1 1 1 103
Classical and Bayesian aspects of robust unit root inference 0 0 0 52 0 0 2 158
Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings 0 0 1 3 3 3 7 24
Cointegration Testing Using Pseudolikelihood Ratio Tests 0 0 0 14 1 1 4 62
Community Driven Development and Structural Disadvantage: Interrogating the Social Turn in Development Programming in Indonesia 0 0 0 9 0 1 3 39
Comprehensive definitions of breakdown points for independent and dependent observations 1 1 1 9 2 2 4 103
Conditional Euro Area Sovereign Default Risk 0 0 0 41 2 2 3 124
Covid-19, credit risk management modeling, and government support 0 0 1 8 0 1 4 23
Credit cycles and macro fundamentals 0 0 0 201 0 0 4 594
Deepening the Measuring of Technical Inefficiency in Private Farming in Georgia: Locally Parametric Regression 0 0 0 89 3 3 4 371
Discrete versus continuous state switching models for portfolio credit risk 0 0 1 38 1 1 2 242
Discrete-Time Financial Planning Models Under Loss-Averse Preferences 0 0 0 2 2 3 5 17
Do negative interest rates make banks less safe? 0 0 1 65 2 4 6 203
Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 0 0 0 30 2 3 6 134
Dynamic Nonparametric Clustering of Multivariate Panel Data* 0 1 1 1 1 3 8 10
Dynamic clustering of multivariate panel data 1 2 4 6 2 6 16 26
Dynamic discrete copula models for high‐frequency stock price changes 0 0 0 1 2 2 5 28
Dynamic partial correlation models 0 0 0 2 1 2 4 8
Empirical credit cycles and capital buffer formation 0 0 0 142 1 1 2 398
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 1 1 1 134
Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model 0 0 0 16 1 1 1 106
Evaluating the Basle Guidelines for Backtesting Banks' Internal Risk Management Models 0 0 0 0 2 3 8 1,613
Finite Sample Optimality of Score-Driven Volatility Models: Some Monte Carlo Evidence 0 0 0 0 1 2 5 9
Fractional Integration and Fat Tails for Realized Covariance Kernels 0 0 0 5 0 1 2 17
GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS 1 3 9 112 4 11 24 359
Global Credit Risk: World, Country and Industry Factors 1 1 2 9 3 3 6 97
Global loss diversification in the insurance sector 0 0 0 25 1 1 2 137
Hedging Large Portfolios of Options in Discrete Time 0 0 0 39 2 2 2 149
Heterogeneity and dynamics in network models 0 0 2 3 0 1 8 14
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models 0 0 0 30 1 3 4 102
Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods 0 0 0 17 1 2 2 84
Information-theoretic optimality of observation-driven time series models for continuous responses 0 1 1 23 2 5 5 69
Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model 0 0 0 1 1 5 6 34
Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models 0 0 0 2 0 1 2 22
Long memory dynamics for multivariate dependence under heavy tails 0 0 1 24 2 2 5 109
Long-Term versus Short-Term Contingencies in Asset Allocation 0 0 0 3 0 1 3 68
Maximum likelihood estimation for score-driven models 0 0 2 11 1 5 12 50
Modeling Around-the-Clock Price Discovery for Cross-Listed Stocks Using State Space Methods 0 0 0 82 1 1 1 206
Modeling Extreme Events: Time-Varying Extreme Tail Shape 0 0 2 3 0 0 10 14
Modeling Financial Sector Joint Tail Risk in the Euro Area 0 0 0 5 0 0 3 46
Modeling frailty-correlated defaults using many macroeconomic covariates 0 0 0 66 5 5 6 258
Modelling Portfolio Defaults Using Hidden Markov Models with Covariates 0 0 0 87 4 6 8 434
Network, market, and book-based systemic risk rankings 0 0 1 13 1 1 4 91
New HEAVY Models for Fat-Tailed Realized Covariances and Returns 0 0 0 5 1 2 4 17
Nonlinear autoregressive models with optimality properties 0 0 1 3 0 1 3 17
Nowcasting and forecasting global financial sector stress and credit market dislocation 0 0 0 19 2 2 5 97
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State-Space Models 0 0 1 16 2 3 6 65
Nut, gebruik en beperkingen van Value-at-Risk voor risicomanagement 0 0 0 4 1 1 1 28
Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk 0 0 1 44 2 3 8 201
Observation-driven filtering of time-varying parameters using moment conditions 0 0 3 7 1 1 7 15
Observation-driven models for realized variances and overnight returns applied to Value-at-Risk and Expected Shortfall forecasting 0 0 1 5 4 4 7 22
Outlier Detection in Cointegration Analysis 0 0 0 0 1 2 4 769
Outlier robust analysis of long-run marketing effects for weekly scanning data 0 0 0 46 1 1 4 206
Predicting Time-Varying Parameters with Parameter-Driven and Observation-Driven Models 0 0 3 42 3 6 16 174
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models 0 0 1 54 2 3 4 212
Quantiles for t-statistics based on M-estimators of unit roots 0 0 1 23 0 0 2 302
Risk aversion under preference uncertainty 0 0 0 17 2 2 3 118
Risk endogeneity at the lender/investor-of-last-resort 0 0 0 7 0 1 3 35
SETS, arbitrage activity, and stock price dynamics 0 0 1 36 0 0 5 175
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting 0 0 0 17 0 0 2 90
Semi-nonparametric cointegration testing 0 0 0 42 1 2 3 160
Semiparametric score driven volatility models 0 0 2 26 3 4 7 90
Short patches of outliers, ARCH and volatility modelling 0 0 0 37 3 4 5 215
Spillover dynamics for systemic risk measurement using spatial financial time series models 0 0 3 46 2 5 16 179
Stock selection, style rotation, and risk 0 0 0 125 0 2 8 477
Tail behaviour of credit loss distributions for general latent factor models 0 0 0 100 0 1 1 455
Testing for ARCH in the Presence of Additive Outliers 0 0 0 213 1 3 5 794
Testing for Parameter Instability across Different Modeling Frameworks 0 0 0 4 0 1 3 29
Testing for Smooth Transition Nonlinearity in the Presence of Outliers 0 0 0 0 2 4 7 519
The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices 1 1 1 1 1 2 4 4
The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds 0 0 0 3 2 2 4 21
The information in systemic risk rankings 0 0 0 23 2 3 7 103
The multi-state latent factor intensity model for credit rating transitions 1 1 1 154 1 1 4 471
Time-Varying Parameters in Econometrics: The editor’s foreword 2 2 2 4 3 3 8 14
Time-Varying Transition Probabilities for Markov Regime Switching Models 3 3 4 17 6 9 17 66
Time-varying variance and skewness in realized volatility measures 0 0 1 3 2 7 9 18
Unit Root Tests Based on M Estimators 0 0 0 22 1 1 1 75
Washington meets Wall Street: A closer examination of the presidential cycle puzzle 0 0 0 15 4 6 9 102
Total Journal Articles 11 18 75 3,554 133 220 492 16,901

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