Alexander Heinemann : Citation Profile


Are you Alexander Heinemann?

Maastricht University

2

H index

0

i10 index

8

Citations

RESEARCH PRODUCTION:

1

Articles

7

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 1
   Journals where Alexander Heinemann has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 5 (38.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe664
   Updated: 2020-10-17    RAS profile: 2019-02-11    
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Relations with other researchers


Works with:

Smeekes, Stephan (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Heinemann.

Is cited by:

Francq, Christian (7)

Zakoian, Jean-Michel (7)

Cavaliere, Giuseppe (1)

Cites to:

Bollerslev, Tim (8)

Engle, Robert (7)

Zakoian, Jean-Michel (7)

Francq, Christian (7)

Smeekes, Stephan (7)

Cavaliere, Giuseppe (5)

Jagannathan, Ravi (4)

Phillips, Peter (4)

Ruiz, Esther (4)

Chang, Yoosoon (3)

Park, Joon (3)

Main data


Where Alexander Heinemann has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org5
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)2

Recent works citing Alexander Heinemann (2020 and 2019)


YearTitle of citing document
2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661.

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2020Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2020). Zakoian, Jean-Michel ; Francq, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:356-380.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: MPRA Paper. RePEc:pra:mprapa:95965.

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2019Testing the existence of moments for GARCH processes. (2019). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:98892.

Full description at Econpapers || Download paper

Works by Alexander Heinemann:


YearTitleTypeCited
2019A Justification of Conditional Confidence Intervals In: Papers.
[Full Text][Citation analysis]
paper3
2017A Justification of Conditional Confidence Intervals.(2017) In: Research Memorandum.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2020A Residual Bootstrap for Conditional Value-at-Risk In: Papers.
[Full Text][Citation analysis]
paper4
2018A Residual Bootstrap for Conditional Expected Shortfall In: Papers.
[Full Text][Citation analysis]
paper0
2019A General Framework for Prediction in Time Series Models In: Papers.
[Full Text][Citation analysis]
paper0
2019A Bootstrap Test for the Existence of Moments for GARCH Processes In: Papers.
[Full Text][Citation analysis]
paper1
2013Sieve bootstrapping in the Lee-Carter model In: Research Memorandum.
[Full Text][Citation analysis]
paper0
2017Efficient estimation of factor models with time and cross‐sectional dependence In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0

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