Heinen, Andreas (2003): Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model.
Grammig, Joachin and Heinen, Andreas and Rengifo, Erick (2004): Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model.
Barrios, Salvador and Bertinelli, Luisito and Heinen, Andreas and Strobl, Eric (2007): EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS.
Chollete, Loran and Heinen, Andreas and Valdesogo, Alfonso (2008): Modeling International Financial Returns with a Multivariate Regime Switching Copula.
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