Andréas Heinen : Citation Profile

Are you Andréas Heinen?

Université de Cergy-Pontoise

10

H index

10

i10 index

502

Citations

RESEARCH PRODUCTION:

13

Articles

25

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 26
   Journals where Andréas Heinen has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 7 (1.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe113
   Updated: 2024-12-03    RAS profile: 2024-11-06    
   Missing citations? Add them    Incorrect content? Let us know

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 (12)

Allen, David (12)

Snyder, Ralph (8)

Quoreshi, Shahiduzzaman (8)

Hautsch, Nikolaus (8)

Ji, Qiang (7)

Powell, Robert (7)

Tiwari, Aviral (7)

Jung, Robert (6)

Fetzer, Thiemo (5)

Reboredo, Juan (5)

Cites to:

Engle, Robert (14)

Bollerslev, Tim (13)

Bauwens, Luc (10)

Keller, Wolfgang (9)

Shleifer, Andrei (9)

Diebold, Francis (9)

Hall, Robert (8)

Lyons, Richard (8)

Giot, Pierre (7)

Tay, Anthony S (6)

Dehon, Catherine (6)

Main data

Where Andréas Heinen has published?

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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Conditional-mean multiplicative operator models for count time series. (2024). Zhu, Fukang ; Weiss, Christian H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:191:y:2024:i:c:s0167947323001962.

Full description at Econpapers || Download paper

2023Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models. (2023). Francq, Christian ; Aknouche, Abdelhakim. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s030440762100213x.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by Andréas Heinen:

YearTitleTypeCited
2015Regime switching House price dependence: Evidence from MSAs in the US In: ERES.
[Full Text][Citation analysis]		paper0
2012Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant-Level Data In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article4
2022The Kendall and Spearman rank correlations of the bivariate skew normal distribution In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article0
2013Competition, Loan Rates and Information Dispersion in Microcredit Markets In: Working Paper CRENoS.
[Full Text][Citation analysis]		paper13
2012Competition, loan rates and information dispersion in microcredit markets.(2012) In: ESMT Research Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper14
2015Firm performance when ownership is very concentrated: Evidence from a semiparametric panel.(2015) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		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: 14		paper
2003Multivariate modelling of time series count data: an autoregressive conditional Poisson model In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper56
2003Modelling time series count data: an autoregressive conditional Poisson model In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper65
2003Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model.(2003) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2003The response of individual FX dealersquoting activity to macroeconomic news announcements In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper1
2004Multivariate reduced rank regression in non-Gaussian contexts, using copulas In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper2
2008Multivariate reduced rank regression in non-Gaussian contexts, using copulas.(2008) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper5
2008Modeling international financial returns with a multivariate regime switching copula In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper156
2008Modelling international financial returns with a multivariate regime switching copula.(2008) In: Discussion Papers (ECON - Département des Sciences Economiques).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		paper
2008Modeling International Financial Returns with a Multivariate Regime Switching Copula.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		paper
2009Modeling International Financial Returns with a Multivariate Regime-switching Copula.(2009) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		article
2008Modeling International Financial Returns with a Multivariate Regime Switching Copula.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 156		paper
2009Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper45
2011Ownership Structure and Firm Performance : Evidence from a non-parametric panel In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2004Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper1
2010Public news announcements and quoting activity in the Euro/Dollar foreign exchange market In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
2007Multivariate autoregressive modeling of time series count data using copulas In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article45
2016Does Basel II affect the market valuation of discretionary loan loss provisions? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2020Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article2
2009Is there any common knowledge news in the Euro/Dollar market? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2008Electricity, carbon and weather in France: where do we stand ? In: Working Papers.
[Full Text][Citation analysis]		paper4
2006Frequent Turbulence? A Dynamic Copula Approach In: Discussion Papers.
[Full Text][Citation analysis]		paper2
2021Spatial Dependence in Subprime Mortgage Defaults In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article1
2008EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2011Foreign exchange rates under Markov Regime switching model In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper4
2015Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2019The Price Impact of Extreme Weather in Developing Countries In: The Economic Journal.
[Full Text][Citation analysis]		article38
2007EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS In: MPRA Paper.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2010Dynamic D-Vine Model In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team