| Modeling international financial returns with a multivariate regime-switching copula L Chollete, A Heinen, A Valdesogo Journal of Financial Econometrics 7 (4), 437-480, 2009 | 431 | 2009 |
| Modelling time series count data: an autoregressive conditional Poisson model A Heinen Available at SSRN 1117187, 2003 | 249 | 2003 |
| Multivariate autoregressive modeling of time series count data using copulas A Heinen, E Rengifo Journal of Empirical Finance 14 (4), 564-583, 2007 | 179* | 2007 |
| Asymmetric CAPM dependence for large dimensions: The canonical vine autoregressive copula model A Heinen, A Valdesogo available at ssrn: http://ssrn. com/abstract 1297506, 2008 | 119 | 2008 |
| THE PRICE IMPACT OF EXTREME WEATHER IN DEVELOPING COUNTRIES S Heinen, Khadan The Economic Journal 129 (619), 1327–1342, 2018 | 114* | 2018 |
| Competition, loan rates and information dispersion in microcredit markets G Baquero, M Hamadi, A Heinen Journal of Money Credit and Banking 50 (5), 893-937, 2018 | 75* | 2018 |
| Does Basel II affect the market valuation of discretionary loan loss provisions? M Hamadi, A Heinen, S Linder, VA Porumb Journal of Banking & Finance 70, 177-192, 2016 | 62 | 2016 |
| Firm performance when ownership is very concentrated: Evidence from a semiparametric panel M Hamadi, A Heinen Journal of Empirical Finance 34, 172-194, 2015 | 54 | 2015 |
| Trading activity and liquidity supply in a pure limit order book market. an empirical analysis using a multivariate count data model J Grammig, A Heinen, E Rengifo CORE Discussion Paper No. 2004/58, EFA 2005 Moscow Meetings Paper, 2004 | 28* | 2004 |
| Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant‐Level Data S Barrios, L Bertinelli, A Heinen, E Strobl The Scandinavian Journal of Economics 114 (3), 856-880, 2012 | 24* | 2012 |
| Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions A Heinen, A Valdesogo Journal of Multivariate Analysis 179, 11, 2020 | 22 | 2020 |
| Multivariate reduced rank regression in non-Gaussian contexts, using copulas A Heinen, E Rengifo Computational Statistics & Data Analysis 52 (6), 2931-2944, 2008 | 22 | 2008 |
| Export diversification and price uncertainty in developing countries: A portfolio theory approach L Bertinelli, A Heinen, E Strobl Available at SSRN 1327928, 2009 | 18 | 2009 |
| Electricity, carbon and weather in France: where do we stand? S Chemarin, A Heinen, E Strobl | 17 | 2008 |
| Copula‐Based Volatility Models A Heinen, A Valdesogo Handbook of Volatility Models and Their Applications, 293-316, 2012 | 14 | 2012 |
| Spatial Dependence in Subprime Mortgage Defaults A Heinen, JB Kau, DC Keenan, ML Kim The Journal of Real Estate Finance and Economics, 2019 | 11 | 2019 |
| Public news announcements and quoting activity in the Euro/Dollar foreign exchange market WB Omrane, A Heinen Computational statistics & data analysis 54 (11), 2419-2431, 2010 | 11* | 2010 |
| Is there any common knowledge news in the Euro/Dollar market? W Ben Omrane, A Heinen International Review of Economics & Finance 18 (4), 656-670, 2009 | 10* | 2009 |
| Dynamic d-vine model A Heinen, A Valdesogo Dependence Modeling: Vine Copula Handbook, 329-353, 2010 | 7 | 2010 |
| The Kendall and Spearman rank correlations of the bivariate skew normal distribution A Heinen, A Valdesogo Scandinavian Journal of Statistics 49, 1669–1698, 2022 | 6 | 2022 |
Alfonso ValdesogoDepartment of Applied Economics, Universitat de les Illes Balears在 uib.es 的电子邮件经过验证
