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 0 2 132 1 2 9 337
Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas 0 0 0 242 0 0 1 629
Competition, Loan Rates and Information Dispersion in Microcredit Markets 0 0 0 14 0 1 2 126
Competition, loan rates and information dispersion in microcredit markets 0 0 0 79 0 0 0 224
Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms 0 0 0 18 1 1 5 81
EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS 0 0 0 61 0 1 2 276
EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data 0 0 0 81 0 0 1 470
Electricity, carbon and weather in France: where do we stand ? 0 0 0 34 0 0 1 158
Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel 0 0 0 0 0 0 2 10
Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel 0 0 0 37 0 1 4 99
Foreign exchange rates under Markov Regime switching model 0 0 1 342 0 2 5 1,088
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 1 174 1 1 4 456
Modeling International Financial Returns with a Multivariate Regime Switching Copula 0 0 1 67 0 0 3 240
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 0 4 249 1 3 24 874
Modelling international financial returns with a multivariate regime switching copula 0 0 0 118 0 0 1 313
Modelling time series count data: an autoregressive conditional Poisson model 0 0 0 166 1 1 5 563
Multivariate modelling of time series count data: an autoregressive conditional Poisson model 0 0 2 252 0 0 6 771
Multivariate reduced rank regression in non-Gaussian contexts, using copulas 0 0 1 20 0 1 5 106
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 2 43 1 1 4 81
The response of individual FX dealers'quoting activity to macroeconomic news announcements 0 0 0 18 1 1 1 128
Trading activity and liquidity supply in a pure limit order book market 0 0 1 38 0 1 3 219
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 0 1 136
Total Working Papers 0 0 15 2,434 7 17 89 8,038

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 2 22
Competition, Loan Rates, and Information Dispersion in Nonprofit and For‐Profit Microcredit Markets 0 0 0 13 0 0 1 50
Does Basel II affect the market valuation of discretionary loan loss provisions? 0 0 0 17 0 0 0 93
Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant-Level Data 0 0 0 21 0 0 0 74
Firm performance when ownership is very concentrated: Evidence from a semiparametric panel 0 0 1 30 1 3 7 160
Is there any common knowledge news in the Euro/Dollar market? 0 0 0 19 0 0 1 103
Modeling International Financial Returns with a Multivariate Regime-switching Copula 0 0 1 106 0 0 4 313
Multivariate autoregressive modeling of time series count data using copulas 0 0 2 202 1 1 5 493
Multivariate reduced rank regression in non-Gaussian contexts, using copulas 0 0 0 30 0 1 2 122
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 0 0 2 13 0 0 3 53
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions 0 0 2 12 0 3 11 52
The Kendall and Spearman rank correlations of the bivariate skew normal distribution 0 0 2 3 1 2 4 8
The Price Impact of Extreme Weather in Developing Countries 0 0 19 141 0 3 40 650
Total Journal Articles 0 0 29 637 3 14 81 2,342

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic D-Vine Model 0 2 4 12 0 2 4 21
Total Chapters 0 2 4 12 0 2 4 21

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 2025-10-06