Citation profile for Alexander Heinemann

Alexander Heinemann : Citation Profile

Maastricht University

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 2
   Journals where Alexander Heinemann has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 5 (26.32 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe664
   Updated: 2023-05-27    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:

Zakoian, Jean-Michel (11)

Francq, Christian (10)

Rahbek, Anders (1)

Cavaliere, Giuseppe (1)

Royer, Julien (1)

Cites to:

Bollerslev, Tim (8)

Zakoian, Jean-Michel (7)

Francq, Christian (7)

Engle, Robert (7)

Smeekes, Stephan (7)

Cavaliere, Giuseppe (5)

Jagannathan, Ravi (4)

Phillips, Peter (4)

Rahbek, Anders (4)

Ruiz, Esther (4)

Sentana, Enrique (3)

Main data

Where Alexander Heinemann has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	5
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)	2

Recent works citing Alexander Heinemann (2022 and 2021)

Year	Title of citing document
2022	Estimating dynamic systemic risk measures. (2022). Zakoian, Jean-Michel ; Francq, Christian ; Cantin, Loic. In: Working Papers. RePEc:crs:wpaper:2022-11. Full description at Econpapers \|\| Download paper
2022	Testing the existence of moments for GARCH processes. (2022). Zakoian, Jean-Michel ; Francq, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:47-64. Full description at Econpapers \|\| Download paper
2022	Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115. Full description at Econpapers \|\| Download paper
2021	Conditional asymmetry in Power ARCH($\infty$) models. (2021). Royer, Julien. In: MPRA Paper. RePEc:pra:mprapa:109118. Full description at Econpapers \|\| Download paper
2021	Testing the existence of moments and estimating the tail index of augmented garch processes. (2021). Zakoian, Jean-Michel ; Francq, Christian. In: MPRA Paper. RePEc:pra:mprapa:110511. Full description at Econpapers \|\| Download paper

Works by Alexander Heinemann:

Year	Title	Type	Cited
2019	A Justification of Conditional Confidence Intervals In: Papers. [Full Text][Citation analysis]	paper	4
2017	A Justification of Conditional Confidence Intervals.(2017) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4	paper
2020	A Residual Bootstrap for Conditional Value-at-Risk In: Papers. [Full Text][Citation analysis]	paper	7
2018	A Residual Bootstrap for Conditional Expected Shortfall In: Papers. [Full Text][Citation analysis]	paper	0
2019	A General Framework for Prediction in Time Series Models In: Papers. [Full Text][Citation analysis]	paper	0
2019	A Bootstrap Test for the Existence of Moments for GARCH Processes In: Papers. [Full Text][Citation analysis]	paper	3
2013	Sieve bootstrapping in the Lee-Carter model In: Research Memorandum. [Full Text][Citation analysis]	paper	0
2017	Efficient estimation of factor models with time and cross?sectional dependence In: Journal of Applied Econometrics. [Full Text][Citation analysis]	article	0