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Ben Omrane, Walid
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Rengifo, Erick
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Chollette, Loran
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2009
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WorkingPaper
Trading activity and liquidity supply in a pure limit order book market
Grammig, Joachim
Heinen, Andréas
Rengifo, Erick
[UCL]
(2004)
WorkingPaper
Modelling time series count data: an Autoregressive Conditional Poisson model
Heinen, Andréas
(2003)
WorkingPaper
The information content of individual FX dealer's quoting activity
Ben Omrane, Walid
[UCL]
Heinen, Andréas
(2004)
WorkingPaper
The Information Content of Individual FX Dealers' Quoting Activity
Ben Omrane, Walid
Heinen, Andréas
(2004)
WorkingPaper
Multivariate reduced rank regression in non-Gaussian contexts, using copulas
Heinen, Andréas
Rengifo, Erick
[UCL]
(2004)
WorkingPaper
Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
Heinen, Andréas
Valdesogo Robles, Alfonso
[UCL]
(2009)
WorkingPaper
Modelling international financial returns with a multivariate regime switching copula
Chollette, Loran
Heinen, Andréas
Valdesogo, Alfonso
(2008)
WorkingPaper
Multivariate modelling of time series count data: an autoregressive conditional poisson model
Heinen, Andréas
Rengifo, Erick
[UCL]
(2003)
WorkingPaper
The response of individual FX dealers' quoting activity to macroeconomic news announcements
Ben Omrane, Walid
[UCL]
Heinen, Andréas
(2003)