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Information about:
Andreas Heinen

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

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Personal Details

First Name: Andreas
Middle Name:
Last Name: Heinen
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RePEc Short-ID: phe113

Email: [This author has chosen not to make the email address public]
Homepage: http://www.uc3m.es/portal/page/portal/dpto_estadistica/miembros/andreas_heinen
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Barrios Salvador & Bertinelli Luisito & Heinen Andreas & Strobl Eric, 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. [Downloadable!]

  2. Sophie Chemarin & Andreas Heinen & Eric Strobl, 2008. "Electricity, carbon and weather in France: where do we stand ?," Working Papers hal-00340171_v1, HAL. [Downloadable!]

  3. 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. [Downloadable!]
    Other versions:
    Published as:

  4. Barrios, Salvador & Bertinelli, Luisito & Heinen, Andreas & Strobl, Eric, 2007. "Exploring The Link Between Local And Global Knowledge Spillovers," MPRA Paper 6239, University Library of Munich, Germany. [Downloadable!]

  5. 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 and Business Administration. [Downloadable!]

  6. 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. [Downloadable!]

  7. HEINEN, AndrŽas & 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). [Downloadable!]
    Published as:

  8. GRAMMIG, Joachim & HEINEN, AndrŽas & 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). [Downloadable!]

  9. 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. [Downloadable!]

  10. Heinen, Andreas, 2003. "Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model," MPRA Paper 8113, University Library of Munich, Germany. [Downloadable!]
    Other versions:

  11. BEN OMRANE, Walid & HEINEN, AndrŽas, 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). [Downloadable!]

  12. 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). [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. Lorán Chollete & Andréas Heinen & Alfonso Valdesogo, 2009. "Modeling International Financial Returns with a Multivariate Regime-switching Copula," Journal of Financial Econometrics, Oxford University Press, vol. 7(4), pages 437-480, Fall. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. 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. [Downloadable!] (restricted)

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2006-10-21 2008-04-15 Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2004-10-30 2006-10-21 2008-04-15 Author is listed
  3. NEP-FIN: Finance (2) 2004-10-30 2006-10-21 Author is listed
  4. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-12-15
  5. NEP-RMG: Risk Management (5) 2006-10-21 2008-04-15 2008-04-21 2008-11-11 2008-11-25 Author is listed
  6. NEP-URE: Urban & Real Estate Economics (1) 2007-12-15
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This page was last updated on 2009-12-11.

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