Andréas Heinen : Citation Profile


Are you Andréas Heinen?

Université de Cergy-Pontoise

11

H index

11

i10 index

487

Citations

RESEARCH PRODUCTION:

14

Articles

25

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 25
   Journals where Andréas Heinen has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 7 (1.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe113
   Updated: 2024-01-16    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

Valdesogo Robles, Alfonso (2)

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

Is cited by:

Francq, Christian (10)

Allen, David (10)

Hautsch, Nikolaus (8)

Snyder, Ralph (8)

Quoreshi, Shahiduzzaman (8)

Tiwari, Aviral (7)

Ji, Qiang (7)

Fetzer, Thiemo (6)

Powell, Robert (6)

Jung, Robert (6)

Ord, Keith (5)

Cites to:

Engle, Robert (14)

Bollerslev, Tim (13)

Bauwens, Luc (10)

Keller, Wolfgang (9)

Diebold, Francis (9)

Shleifer, Andrei (8)

Lyons, Richard (8)

Martinez Peria, Maria (8)

Hall, Robert (8)

Giot, Pierre (7)

Demirguc-Kunt, Asli (7)

Main data


Where Andréas Heinen has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4
DEM Discussion Paper Series / Department of Economics at the University of Luxembourg3
Discussion Papers / Norwegian School of Economics, Department of Business and Management Science2

Recent works citing Andréas Heinen (2024 and 2023)


YearTitle of citing document
2023Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308.

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2023International Commodity Prices Transmission to Consumer Prices in Africa. (2023). Vertier, Paul ; Lemaire, Thibault. In: Working papers. RePEc:bfr:banfra:906.

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2023Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. (2023). Ombao, Hernando ; Barretosouza, Wagner. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:206-222.

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2023.

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2023Modeling and inference for multivariate time series of counts based on the INGARCH scheme. (2023). Kim, Byungsoo ; Lee, Sangyeol. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s0167947322001591.

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2023Joint extreme risk of energy prices-evidence from European energy markets. (2023). Li, Jiangchen ; Cai, Xiurong ; Ji, Hao ; Sun, Yiqun. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004087.

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2023Fiscal support and banks’ loan loss provisions during the COVID-19 crisis. (2023). Huylebroek, Cedric ; Degryse, Hans. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000505.

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2023Does banks’ systemic importance affect their capital structure and balance sheet adjustment processes?. (2023). Tarazi, Amine ; de Jonghe, Olivier ; Bakkar, Yassine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:151:y:2023:i:c:s0378426619300494.

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2023The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402.

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2023Data-Driven Modeling of Appliance Energy Usage. (2023). Assadian, Francis. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:22:p:7536-:d:1278552.

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2023Cyber Risk Contagion. (2023). Giudici, Paolo ; Agosto, Arianna. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:9:p:165-:d:1242949.

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2023Impact of Climate Change on Inflation in 26 Selected Countries. (2023). He, Jing ; Zhang, Xuetong ; Li, Cunpu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:17:p:13108-:d:1229744.

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2023International Commodity Prices Transmission to Consumer Prices in Africa. (2023). Vertier, Paul ; Lemaire, Thibault. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-03944888.

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2023International Commodity Prices Transmission to Consumer Prices in Africa. (2023). Vertier, Paul ; Lemaire, Thibault. In: Working Papers. RePEc:hal:wpaper:hal-03944888.

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2023Crash risk in the Nordic Stock Market - a cross-sectional analysis. (2023). Fjarvik, Thomas. In: Discussion Papers. RePEc:hhs:nhhfms:2023_005.

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2023Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth. (2023). Jalles, Joao ; Cevik, Serhan. In: IMF Working Papers. RePEc:imf:imfwpa:2023/087.

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2023Eye of the Storm: The Impact of Climate Shocks on Inflation and Growth. (2023). Jalles, Joo Tovar. In: Working Papers REM. RePEc:ise:remwps:wp02762023.

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2023Multivariate Regime Switching Model Estimation and Asset Allocation. (2023). Zhang, Xili ; Xu, Weidong ; Zheng, Kai. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10203-9.

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2023Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR. (2023). Liang, Ying ; Deng, Xue. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10207-5.

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2023Assessing the role of foreign direct investment in environmental sustainability: a spatial semiparametric panel approach. (2023). Wang, XU ; Yan, Yingkun ; Xie, Qichang. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09470-9.

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2023The impact of extreme weather events on water quality: international evidence. (2023). Chang, Chun-Ping ; Zhao, Xin-Xin ; Peng, Xin-Yu ; Zou, Xing-Yun. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:115:y:2023:i:1:d:10.1007_s11069-022-05548-9.

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2023Review of Statistical Approaches for Modeling High-Frequency Trading Data. (2023). Ravishanker, Nalini ; Basu, Sumanta ; Karpman, Kara ; Dutta, Chiranjit. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00280-7.

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2023Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models. (2023). Gorgi, Paolo ; Armillotta, Mirko. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230054.

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2023Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises. (2023). Stephan, Andreas ; Sahamkhadam, Maziar. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2139-2166.

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2023Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula. (2023). Ge, Yingen ; Zhu, MO ; Wang, Xueqin ; Gong, Yuting ; Shi, Wenming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:69-89.

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Works by Andréas Heinen:


YearTitleTypeCited
2015Regime switching House price dependence: Evidence from MSAs in the US In: ERES.
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paper0
2012Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant-Level Data In: Scandinavian Journal of Economics.
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article4
2022The Kendall and Spearman rank correlations of the bivariate skew normal distribution In: Scandinavian Journal of Statistics.
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article0
2013Competition, Loan Rates and Information Dispersion in Microcredit Markets In: Working Paper CRENoS.
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paper13
2012Competition, loan rates and information dispersion in microcredit markets.(2012) In: ESMT Research Working Papers.
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This paper has nother version. Agregated cites: 13
paper
2015Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel In: Working Paper CRENoS.
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paper13
2015Firm performance when ownership is very concentrated: Evidence from a semiparametric panel.(2015) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 13
article
2015Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2003Multivariate modelling of time series count data: an autoregressive conditional Poisson model In: LIDAM Discussion Papers CORE.
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paper51
2003Modelling time series count data: an autoregressive conditional Poisson model In: LIDAM Discussion Papers CORE.
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paper60
2003Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model.(2003) In: MPRA Paper.
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This paper has nother version. Agregated cites: 60
paper
2003The response of individual FX dealersquoting activity to macroeconomic news announcements In: LIDAM Discussion Papers CORE.
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paper1
2004Multivariate reduced rank regression in non-Gaussian contexts, using copulas In: LIDAM Discussion Papers CORE.
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paper2
2008Multivariate reduced rank regression in non-Gaussian contexts, using copulas.(2008) In: Computational Statistics & Data Analysis.
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This paper has nother version. Agregated cites: 2
article
2004Trading activity and liquidity supply in a pure limit order book market In: LIDAM Discussion Papers CORE.
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paper5
2008Modeling international financial returns with a multivariate regime switching copula In: LIDAM Discussion Papers CORE.
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paper151
2008Modelling international financial returns with a multivariate regime switching copula.(2008) In: Discussion Papers (ECON - Département des Sciences Economiques).
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This paper has nother version. Agregated cites: 151
paper
2008Modeling International Financial Returns with a Multivariate Regime Switching Copula.(2008) In: Discussion Papers.
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This paper has nother version. Agregated cites: 151
paper
2009Modeling International Financial Returns with a Multivariate Regime-switching Copula.(2009) In: The Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 151
article
2008Modeling International Financial Returns with a Multivariate Regime Switching Copula.(2008) In: MPRA Paper.
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This paper has nother version. Agregated cites: 151
paper
2009Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model In: LIDAM Discussion Papers CORE.
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paper45
2011Ownership Structure and Firm Performance : Evidence from a non-parametric panel In: LSF Research Working Paper Series.
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paper0
2004Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas In: Econometric Society 2004 Far Eastern Meetings.
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paper1
2010Public news announcements and quoting activity in the Euro/Dollar foreign exchange market In: Computational Statistics & Data Analysis.
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article8
2007Multivariate autoregressive modeling of time series count data using copulas In: Journal of Empirical Finance.
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article42
2016Does Basel II affect the market valuation of discretionary loan loss provisions? In: Journal of Banking & Finance.
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article15
2020Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions In: Journal of Multivariate Analysis.
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article1
2009Is there any common knowledge news in the Euro/Dollar market? In: International Review of Economics & Finance.
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article2
2008Electricity, carbon and weather in France: where do we stand ? In: Working Papers.
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paper4
2006Frequent Turbulence? A Dynamic Copula Approach In: Discussion Papers.
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paper2
2021Spatial Dependence in Subprime Mortgage Defaults In: The Journal of Real Estate Finance and Economics.
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article1
2008EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data In: DEM Discussion Paper Series.
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paper0
2011Foreign exchange rates under Markov Regime switching model In: DEM Discussion Paper Series.
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paper4
2015Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms In: DEM Discussion Paper Series.
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paper0
2019The Price Impact of Extreme Weather in Developing Countries In: The Economic Journal.
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article33
2007EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS In: MPRA Paper.
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paper14
2004Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model. In: MPRA Paper.
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paper3
2012Comments on: Some recent theory for autoregressive count time series In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article0
2018Competition, Loan Rates, and Information Dispersion in Nonprofit and For?Profit Microcredit Markets In: Journal of Money, Credit and Banking.
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article11
2010Dynamic D-Vine Model In: World Scientific Book Chapters.
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chapter1

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