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Andréas Heinen · Study

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Andréas Heinen

8 works· latest 2018· 2 institutionscluster: provisionalORCID 0000-0002-3717-7892

h-index8

i108

Citations921

Works here8

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Most cited in this library

Modeling International Financial Returns with a Multivariate Regime-switching Copula2009 · 293 citations
Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model2008 · 189 citations
Multivariate autoregressive modeling of time series count data using copulas2007 · 128 citations
The Price Impact of Extreme Weather in Developing Countries2018 · 115 citations
Asymmetric CAPM Dependence for Large Dimensions: The Canonical Vine Autoregressive Copula Model2008 · 59 citations

Works

8 shown

The Price Impact of Extreme Weather in Developing Countries

The Economic Journal·2018·3 authors·Open access

115citations

Does Basel II affect the market valuation of discretionary loan loss provisions?

Journal of Banking & Finance·2016·4 authors·Open access

57citations

Firm performance when ownership is very concentrated: Evidence from a semiparametric panel

Journal of Empirical Finance·2015·2 authors·Open access

31citations

Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model

·2009·2 authors·Open access

49citations

Modeling International Financial Returns with a Multivariate Regime-switching Copula

Journal of Financial Econometrics·2009·3 authors·Open access

293citations

Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model

SSRN Electronic Journal·2008·1 author·preprint·Open access

189citations

Asymmetric CAPM Dependence for Large Dimensions: The Canonical Vine Autoregressive Copula Model

SSRN Electronic Journal·2008·2 authors·preprint·Open access

59citations

Multivariate autoregressive modeling of time series count data using copulas

Journal of Empirical Finance·2007·2 authors

128citations