Heinen Andréas

Professeur UCP
Membre permanent

Contact

Bureau: C146
Mail: andreas.heinen@cyu.fr
Tel: +33 1 34 25 62 54

Adresse:
CY Cergy Paris Université - THEMA - 33, boulevard du Port
Cergy Pontoise Cedex
France

Specialité

Économétrie, Finance

Articles

Contribution à un livre

  • Copula-based Volatility Models Heinen Andréas, Valdesogo, Alfonso , Volatility Models and their Applications, Hoboken, NJ: John Wiley & Sons, 2012
  • A Dynamic D-vine model Heinen Andréas, Valdesogo, Alfonso , Dependence Modeling: Handbook of Vine Copula Methods, World Scientific Publishing Company, 2010
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