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 | 412 | 2009 |
Asymmetric CAPM dependence for large dimensions: The canonical vine autoregressive copula model A Heinen, A Valdesogo Available at SSRN 1297506, 2008 | 118 | 2008 |
Asymmetric CAPM dependence for large dimensions: the canonical vine autoregressive model. CORE discussion papers 2009069, Université catholique de Louvain A Heinen, A Valdesogo Center for Operations Research and Econometrics (CORE), 2009 | 33 | 2009 |
Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions A Heinen, A Valdesogo Journal of Multivariate Analysis 179, 104650, 2020 | 19 | 2020 |
Copula‐Based Volatility Models A Heinen, A Valdesogo Handbook of Volatility Models and Their Applications, 293-316, 2012 | 15 | 2012 |
Multivariate volatility models using copulas A Valdesogo Ph. D. thesis, Center for Operations Research and Econometrics, Université …, 2009 | 9 | 2009 |
The Kendall and Spearman rank correlations of the bivariate skew normal distribution A Heinen, A Valdesogo Scandinavian Journal of Statistics 49 (4), 1669-1698, 2022 | 5 | 2022 |
Dynamic d-vine model A Heinen, A Valdesogo Dependence Modeling: Vine Copula Handbook, 329-353, 2010 | 5 | 2010 |
Modelling international financial returns with a multivariate regime switching copula C Loran, H Andreas, V Alfonso Discussion Papers (ECON-Département des Sciences Economiques), 2008 | 2 | 2008 |
Regime switching House price dependence: Evidence from MSAs in the US A Heinen, ML Kim, A Valdesogo ERES, 2015 | | 2015 |
Desperately Seeking Small Worlds in Corporate Boards: International Evidence from Listed Firms M Hamadi, A Heinen, N Jonard, A Valdesogo DEM Discussion Paper Series, 2015 | | 2015 |
Is it Worth Investing in Hedge funds? Optimal portfolios with Regime-Switching A Heinen, A Valdesogo Optimal Portfolios with Regime-Switching (June 11, 2012), 2012 | | 2012 |
The Small World of Corporate Boards: International Evidence from Listed Firms M Hamadi, A Heinen, N Jonard, A Valdesogo | | 2012 |
Hedge Fund Investment: Optimal Portfolios with Regime-Switching A Heinen, A Valdesogo | | |