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Andreas Heinen
Andreas Heinen
Professor of Economics, THEMA, Universite de Cergy-Pontoise
Verified email at u-cergy.fr
Title
Cited by
Cited by
Year
Modeling international financial returns with a multivariate regime-switching copula
L Chollete, A Heinen, A Valdesogo
Journal of Financial Econometrics 7 (4), 437-480, 2009
4372009
Modelling time series count data: an autoregressive conditional Poisson model
A Heinen
Available at SSRN 1117187, 2003
2582003
Multivariate autoregressive modeling of time series count data using copulas
A Heinen, E Rengifo
Journal of Empirical Finance 14 (4), 564-583, 2007
184*2007
THE PRICE IMPACT OF EXTREME WEATHER IN DEVELOPING COUNTRIES
S Heinen, Khadan
The Economic Journal 129 (619), 1327–1342, 2018
122*2018
Asymmetric CAPM dependence for large dimensions: The canonical vine autoregressive copula model
A Heinen, A Valdesogo
available at ssrn: http://ssrn. com/abstract 1297506, 2008
1192008
Competition, loan rates and information dispersion in microcredit markets
G Baquero, M Hamadi, A Heinen
Journal of Money Credit and Banking 50 (5), 893-937, 2018
78*2018
Does Basel II affect the market valuation of discretionary loan loss provisions?
M Hamadi, A Heinen, S Linder, VA Porumb
Journal of Banking & Finance 70, 177-192, 2016
632016
Firm performance when ownership is very concentrated: Evidence from a semiparametric panel
M Hamadi, A Heinen
Journal of Empirical Finance 34, 172-194, 2015
552015
Trading activity and liquidity supply in a pure limit order book market. an empirical analysis using a multivariate count data model
J Grammig, A Heinen, E Rengifo
CORE Discussion Paper No. 2004/58, EFA 2005 Moscow Meetings Paper, 2004
28*2004
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions
A Heinen, A Valdesogo
Journal of Multivariate Analysis 179, 11, 2020
262020
Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant‐Level Data
S Barrios, L Bertinelli, A Heinen, E Strobl
The Scandinavian Journal of Economics 114 (3), 856-880, 2012
24*2012
Multivariate reduced rank regression in non-Gaussian contexts, using copulas
A Heinen, E Rengifo
Computational Statistics & Data Analysis 52 (6), 2931-2944, 2008
222008
Export diversification and price uncertainty in developing countries: A portfolio theory approach
L Bertinelli, A Heinen, E Strobl
Available at SSRN 1327928, 2009
182009
Electricity, carbon and weather in France: where do we stand?
S Chemarin, A Heinen, E Strobl
182008
Copula‐Based Volatility Models
A Heinen, A Valdesogo
Handbook of Volatility Models and Their Applications, 293-316, 2012
142012
Spatial Dependence in Subprime Mortgage Defaults
A Heinen, JB Kau, DC Keenan, ML Kim
The Journal of Real Estate Finance and Economics, 2019
112019
Public news announcements and quoting activity in the Euro/Dollar foreign exchange market
WB Omrane, A Heinen
Computational statistics & data analysis 54 (11), 2419-2431, 2010
11*2010
Is there any common knowledge news in the Euro/Dollar market?
W Ben Omrane, A Heinen
International Review of Economics & Finance 18 (4), 656-670, 2009
10*2009
Dynamic d-vine model
A Heinen, A Valdesogo
Dependence Modeling: Vine Copula Handbook, 329-353, 2010
72010
The Kendall and Spearman rank correlations of the bivariate skew normal distribution
A Heinen, A Valdesogo
Scandinavian Journal of Statistics 49, 1669–1698, 2022
62022
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