Access Statistics for Andréas Heinen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model 0 1 2 132 1 3 9 335
Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas 0 0 0 242 0 0 0 628
Competition, Loan Rates and Information Dispersion in Microcredit Markets 0 0 0 14 0 0 1 124
Competition, loan rates and information dispersion in microcredit markets 0 0 0 79 0 0 1 224
Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms 0 0 0 18 0 1 3 78
EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS 0 0 0 61 1 1 2 275
EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data 0 0 0 81 0 1 1 470
Electricity, carbon and weather in France: where do we stand ? 0 0 0 34 0 0 2 158
Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel 0 0 0 0 0 1 2 10
Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel 0 0 0 37 0 1 3 98
Foreign exchange rates under Markov Regime switching model 0 0 1 342 0 1 4 1,086
Frequent Turbulence? A Dynamic Copula Approach 0 0 0 92 0 0 0 296
Modeling International Financial Returns with a Multivariate Regime Switching Copula 0 0 2 174 0 0 2 453
Modeling International Financial Returns with a Multivariate Regime Switching Copula 0 0 0 66 0 1 1 238
Modeling international financial returns with a multivariate regime switching copula 0 0 0 121 0 0 0 316
Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model 0 1 7 248 2 10 40 867
Modelling international financial returns with a multivariate regime switching copula 0 0 0 118 0 0 2 313
Modelling time series count data: an autoregressive conditional Poisson model 0 0 0 166 0 2 5 561
Multivariate modelling of time series count data: an autoregressive conditional Poisson model 1 1 4 252 1 2 8 771
Multivariate reduced rank regression in non-Gaussian contexts, using copulas 1 1 1 20 1 1 3 104
Ownership Structure and Firm Performance: Evidence from a non-parametric panel 0 0 0 5 0 0 0 41
Regime switching House price dependence: Evidence from MSAs in the US 0 0 0 41 0 1 1 78
The response of individual FX dealers'quoting activity to macroeconomic news announcements 0 0 0 18 0 0 0 127
Trading activity and liquidity supply in a pure limit order book market 1 1 1 38 1 2 2 218
Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model 0 0 0 31 0 1 1 136
Total Working Papers 3 5 18 2,430 7 29 93 8,005

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comments on: Some recent theory for autoregressive count time series 0 0 0 7 0 1 1 21
Competition, Loan Rates, and Information Dispersion in Nonprofit and For‐Profit Microcredit Markets 0 0 1 13 0 0 1 49
Does Basel II affect the market valuation of discretionary loan loss provisions? 0 0 1 17 0 0 2 93
Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant-Level Data 0 0 1 21 0 0 1 74
Firm performance when ownership is very concentrated: Evidence from a semiparametric panel 0 0 2 30 0 1 5 157
Is there any common knowledge news in the Euro/Dollar market? 0 0 0 19 0 1 1 103
Modeling International Financial Returns with a Multivariate Regime-switching Copula 0 0 1 105 1 1 5 311
Multivariate autoregressive modeling of time series count data using copulas 0 0 2 202 0 1 5 492
Multivariate reduced rank regression in non-Gaussian contexts, using copulas 0 0 0 30 0 0 0 120
Public news announcements and quoting activity in the Euro/Dollar foreign exchange market 0 0 0 23 0 0 1 149
Spatial Dependence in Subprime Mortgage Defaults 1 1 1 12 2 2 2 52
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions 0 0 1 11 2 4 7 46
The Kendall and Spearman rank correlations of the bivariate skew normal distribution 0 0 1 2 0 0 1 5
The Price Impact of Extreme Weather in Developing Countries 2 6 25 137 6 11 52 641
Total Journal Articles 3 7 36 629 11 22 84 2,313

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic D-Vine Model 0 1 2 10 0 1 2 19
Total Chapters 0 1 2 10 0 1 2 19

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12