Andréas Heinen

Economics and Econometrics · 2003–2009

A researcher in the Science corpus: 4 papers; trusts 22 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Andréas Heinen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Kjersti Aas
  3. S. Demarta
  4. Michel Denuit
  5. Andrew Ang
  6. Xiaohong Chen
  7. Andrew J. Patton
  8. Kevin Sheppard
  9. Tim Bollerslev
  10. Eric Jondeau

Who trusts Andréas Heinen overall

  1. Andrew J. Patton
  2. Christian H. Weiβ
  3. Konstantinos Fokianos
  4. Claudia Czado
  5. Eike C. Brechmann
  6. Stelios D. Bekiros
  7. Richard A. Davis
  8. Dag Tjøstheim
  9. Kjersti Aas
  10. Xanthi Pedeli

Papers from Andréas Heinen's perspective

Ordered by how strongly the researchers Andréas Heinen trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Extreme Correlation of International Equity Markets
  2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  3. Generalized autoregressive conditional heteroskedasticity
  4. The t Copula and Related Copulas
  5. Pair-copula constructions of multiple dependence
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Vines: A new graphical model for dependent random variables
  8. Constraints on concordance measures in bivariate discrete data
  9. Measuring financial contagion:a copula approach
  10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers