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
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The Kendall and Spearman Rank Correlations of the Bivariate Skew Normal Distribution Heinen Andréas, Valdesogo Alfonso , Scandinavian journal of statistics, Forthcoming , 2022 -
Spatial Dependence in Subprime Mortgage Defaults Heinen Andréas, James B. Kau, Donald C. Keenan, Mi Lim Kim , Journal of real estate finance and economics, 62 , p.1–24, 2021 -
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions Heinen Andréas, Valdesogo Alfonso , Journal of multivariate analysis, 179 , 2020 -
The Price Impact of Extreme Weather in Developing Countries Heinen Andréas, Jeetendra Khadan, Eric Strobl , Economic journal, 129 (619), p.1327-1342, 2019 -
Competition, Loan Rates and Information Dispersion in Nonprofit and For-profit Microcredit Markets Heinen Andréas, Guillermo Baquero, Malika Hamadi , Journal of Money Credit and Banking, 50 (5), p.893-937, 2018 -
Does Basel II Affect the Market Valuation of Discretionary Loan Loss Provisions ? Heinen Andréas, Malika Hamadi, Stefan Linder, Vlad-Andrei Porumb , Journal of banking and finance, 70 , p.177–192, 2016 -
Firm Performance when Ownership is very Concentrated : Evidence from a Semiparametric Panel Heinen Andréas, Malika Hamadi , Journal of Empirical Finance, 34 , p.172-194, 2015 -
A Comment on Bond Risk, Bond Return Volatility, and the Term Structure of Interest Rates Heinen Andréas, International journal of forecasting, 28 , p.118-120, 2012 -
Exploring the Existence of Local and Global Knowledge Spillovers : Evidence from Plant-Level data Heinen Andréas, Barrios Salvador, Bertinelli Luisito, Strobl Eric , Scandinavian journal of economics, 114 (3), p.856-880, 2012 -
Public News Announcements and Quoting Activity in the Euro/Dollar Foreign Exchange Market Heinen Andréas, Walid Ben Omrane , Computational statistics & data analysis, 54 , p.2419-2431, 2010 -
Is there any common knowledge news in the Euro/Dollar market ? Heinen Andréas, Walid Ben Omrane , International review of economics and finance, 18 , p.656-670, 2009 -
Modeling International Financial Returns with a Multivariate Regime Switchnig Copula Heinen Andréas, Loran Chollete, Alfonso Valdesogo , Journal of financial econometrics, 7 (4), p.437-480, 2009 -
Modeling Multivariate reduces rank regression in non-Gaussian contexts, using copulas Heinen Andréas, Erick Rengifo , Computational statistics & data analysis, 52 (6), p.2631-2644, 2008 -
Modeling Multivariate Time Series of Count Data Using Copulas Heinen Andréas, Erick Rengifo , Journal of empirical finance, 14 (4), p.564-583, 2007
Contribution à un livre
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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