10
H index
10
i10 index
502
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phe113 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andréas Heinen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Empirical Finance | 2 |
Computational Statistics & Data Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 4 |
DEM Discussion Paper Series / Department of Economics at the University of Luxembourg | 3 |
Discussion Papers / Norwegian School of Economics, Department of Business and Management Science | 2 |
Year | Title of citing document |
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2023 | Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308. Full description at Econpapers || Download paper |
2023 | International 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 |
2023 | Flexible 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 |
2023 | Modeling 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 |
2024 | Conditional-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 |
2023 | Two-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 |
2023 | Joint 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 |
2023 | Fiscal 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 |
2023 | Does 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 |
2023 | The 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 |
2023 | Data-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 |
2023 | Cyber 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 |
2023 | Impact 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 |
2023 | International 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 |
2023 | International 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 |
2023 | Crash 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 |
2023 | Eye 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 |
2023 | Eye 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 |
2023 | Multivariate 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 |
2023 | Robust 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 |
2023 | Assessing 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 |
2023 | The 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 |
2023 | Review 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 |
2023 | Pseudo-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 |
2023 | Portfolio 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 |
2023 | Maximum 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 |
Year | Title | Type | Cited |
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2015 | Regime switching House price dependence: Evidence from MSAs in the US In: ERES. [Full Text][Citation analysis] | paper | 0 |
2012 | Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant-Level Data In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 4 |
2022 | The Kendall and Spearman rank correlations of the bivariate skew normal distribution In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | Competition, Loan Rates and Information Dispersion in Microcredit Markets In: Working Paper CRENoS. [Full Text][Citation analysis] | paper | 13 |
2012 | Competition, 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 | |
2015 | Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel In: Working Paper CRENoS. [Full Text][Citation analysis] | paper | 14 |
2015 | Firm 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 | |
2015 | Firm 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 | |
2003 | Multivariate modelling of time series count data: an autoregressive conditional Poisson model In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 56 |
2003 | Modelling time series count data: an autoregressive conditional Poisson model In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 65 |
2003 | Modelling 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 | |
2003 | The response of individual FX dealersquoting activity to macroeconomic news announcements In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 1 |
2004 | Multivariate reduced rank regression in non-Gaussian contexts, using copulas In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 2 |
2008 | Multivariate 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 | |
2004 | Trading activity and liquidity supply in a pure limit order book market In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 5 |
2008 | Modeling international financial returns with a multivariate regime switching copula In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 156 |
2008 | Modelling 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 | |
2008 | Modeling 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 | |
2009 | Modeling 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 | |
2008 | Modeling 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 | |
2009 | Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 45 |
2011 | Ownership Structure and Firm Performance : Evidence from a non-parametric panel In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2004 | Comovements 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] | paper | 1 |
2010 | Public news announcements and quoting activity in the Euro/Dollar foreign exchange market In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 8 |
2007 | Multivariate autoregressive modeling of time series count data using copulas In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 45 |
2016 | Does Basel II affect the market valuation of discretionary loan loss provisions? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2020 | Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 2 |
2009 | Is there any common knowledge news in the Euro/Dollar market? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2008 | Electricity, carbon and weather in France: where do we stand ? In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | Frequent Turbulence? A Dynamic Copula Approach In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Spatial Dependence in Subprime Mortgage Defaults In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 1 |
2008 | EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2011 | Foreign exchange rates under Markov Regime switching model In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
2015 | Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2019 | The Price Impact of Extreme Weather in Developing Countries In: The Economic Journal. [Full Text][Citation analysis] | article | 38 |
2007 | EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS In: MPRA Paper. [Full Text][Citation analysis] | paper | 14 |
2004 | Trading 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] | paper | 3 |
2012 | Comments 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] | article | 0 |
2010 | Dynamic D-Vine Model In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team