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Andréas Heinen

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This is information that was supplied by Andréas Heinen in registering through RePEc. If you are Andréas Heinen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Andréas
Middle Name:
Last Name: Heinen
Suffix:

RePEc Short-ID: phe113

Email: [This author has chosen not to make the email address public]
Homepage: http://thema.u-cergy.fr/membres/andreas-heinen?lang=fr
Postal Address: THEMA Université de Cergy-Pontoise UFR d’Economie et de Gestion 33, Boulevard du Port 95011 Cergy-Pontoise Cedex France
Phone:

Affiliation

Théorie Économique, Modélisation, Application (THEMA)
Université de Cergy-Pontoise
Location: Cergy-Pontoise, France
Homepage: http://www.u-cergy.fr/thema/
Email:
Phone: 33 1 34 25 60 63
Fax: 33 1 34 25 62 33
Postal: 33, boulevard du port - 95011 Cergy-Pontoise Cedex
Handle: RePEc:edi:themafr (more details at EDIRC)

Works

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Working papers

  1. Guillermo Baquero & Malika Hamadi & Andréas Heinen, 2012. "Competition, loan rates and information dispersion in microcredit markets," ESMT Research Working Papers ESMT-12-02, ESMT European School of Management and Technology.
  2. HEINEN, Andréas & VALDESOGO, Alfonso, 2009. "Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model," CORE Discussion Papers 2009069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Salvador Barrios & Luisito Bertinelli & Andreas Heinen & Eric Strobl, 2008. "EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data," CREA Discussion Paper Series 08-01, Center for Research in Economic Analysis, University of Luxembourg.
  4. Chollete, Loran & Heinen, Andreas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," MPRA Paper 8114, University Library of Munich, Germany.
  5. Sophie Chemarin & Andreas Heinen & Eric Strobl, 2008. "Electricity, carbon and weather in France: where do we stand ?," Working Papers hal-00340171, HAL.
  6. Barrios, Salvador & Bertinelli, Luisito & Heinen, Andreas, 2007. "Exploring The Link Between Local And Global Knowledge Spillovers," MPRA Paper 6239, University Library of Munich, Germany.
  7. Chollete, Lorán & Heinen, Andreas, 2006. "Frequent Turbulence? A Dynamic Copula Approach," Discussion Papers 2006/10, Department of Finance and Management Science, Norwegian School of Economics.
  8. Grammig, Joachin & Heinen, Andreas & Rengifo, Erick, 2004. "Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model," MPRA Paper 8115, University Library of Munich, Germany.
  9. HEINEN, Andréas & RENGIFO, Erick, 2004. "Multivariate reduced rank regression in non-Gaussian contexts, using copulas," CORE Discussion Papers 2004032, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. GRAMMIG, Joachim & HEINEN, Andréas & RENGIFO, Erick, 2004. "Trading activity and liquidity supply in a pure limit order book market," CORE Discussion Papers 2004058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  11. Erick Rengifo & Andresas Heinen, 2004. "Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas," Econometric Society 2004 Far Eastern Meetings 755, Econometric Society.
  12. Heinen, Andreas, 2003. "Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model," MPRA Paper 8113, University Library of Munich, Germany.
  13. BEN OMRANE, Walid & HEINEN, Andréas, 2003. "The response of individual FX dealers'quoting activity to macroeconomic news announcements," CORE Discussion Papers 2003070, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. HEINEN, Andreas & RENGIFO, Erick, 2003. "Multivariate modelling of time series count data: an autoregressive conditional Poisson model," CORE Discussion Papers 2003025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Andréas Heinen, 2012. "Comments on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 21(3), pages 464-466, September.
  2. Salvador Barrios & Luisito Bertinelli & Andreas Heinen & Eric Strobl, 2012. "Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant-Level Data," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(3), pages 856-880, 09.
  3. Ben Omrane, Walid & Heinen, Andréas, 2010. "Public news announcements and quoting activity in the Euro/Dollar foreign exchange market," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2419-2431, November.
  4. Ben Omrane, Walid & Heinen, Andréas, 2009. "Is there any common knowledge news in the Euro/Dollar market?," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 656-670, October.
  5. Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009. "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(4), pages 437-480, Fall.
  6. Heinen, Andréas & Rengifo, Erick, 2008. "Multivariate reduced rank regression in non-Gaussian contexts, using copulas," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2931-2944, February.
  7. Heinen, Andreas & Rengifo, Erick, 2007. "Multivariate autoregressive modeling of time series count data using copulas," Journal of Empirical Finance, Elsevier, vol. 14(4), pages 564-583, September.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2012-02-27
  2. NEP-COM: Industrial Competition (1) 2012-02-27
  3. NEP-CTA: Contract Theory & Applications (1) 2012-02-27
  4. NEP-ECM: Econometrics (3) 2006-10-21 2008-04-15 2010-03-28. Author is listed
  5. NEP-ETS: Econometric Time Series (4) 2004-10-30 2006-10-21 2008-04-15 2010-03-28. Author is listed
  6. NEP-FIN: Finance (2) 2004-10-30 2006-10-21
  7. NEP-FOR: Forecasting (1) 2010-03-28
  8. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-12-15
  9. NEP-MFD: Microfinance (1) 2012-02-27
  10. NEP-RMG: Risk Management (6) 2006-10-21 2008-04-15 2008-04-21 2008-11-11 2008-11-25 2010-03-28. Author is listed
  11. NEP-URE: Urban & Real Estate Economics (1) 2007-12-15

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