Concepedia

Andréas Heinen

AH

21

Publications

1.2K

Citations

15

H-Index

1993

Active since

Affiliations

CY Cergy Paris Université(Current)

Théorie Économique, Modélisation et Applications

Equipes Traitement de l'Information et Systèmes

Universidad Carlos III de Madrid

Fordham University

Andréas Heinen is an author at CY Cergy Paris Université specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsStatisticsEconomic AnalysisEngineeringEconometricsMultivariate AnalysisCopulasForecasting

Publications per year

1993–2020

21

Publications

21

Modeling International Financial Returns with a Multivariate Regime-switching Copula

Lorán Chollete, Andréas Heinen, Alfonso Valdesogo · Journal of Financial Econometrics · 2009 · 272 citations

Empirical Finance, International Financial Returns, Portfolio Choice +17

Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model

Andréas Heinen · SSRN Electronic Journal · 2003 · 186 citations · Full text

Multivariate autoregressive modeling of time series count data using copulas

Andréas Heinen, Erick W. Rengifo · Journal of Empirical Finance · 2007 · 130 citations

Multivariate Autoregressive Modeling, Engineering, Data Science +7

The Price Impact of Extreme Weather in Developing Countries

Andréas Heinen, Jeetendra Khadan, Eric Strobl · The Economic Journal · 2018 · 104 citations · Full text

Storm Surge, Engineering, Applied Economics +20

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

Andréas Heinen, Alfonso Valdesogo · SSRN Electronic Journal · 2008 · 55 citations · Full text

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