Details about Alexander Heinemann

Access statistics for papers by Alexander Heinemann.

Last updated 2019-02-11. Update your information in the RePEc Author Service.

Short-id: phe664

Working Papers

2023

1. A Residual Bootstrap for Conditional Value-at-Risk
   Papers, arXiv.org View citations (11)

2019

2. A Bootstrap Test for the Existence of Moments for GARCH Processes
   Papers, arXiv.org View citations (4)
3. A General Framework for Prediction in Time Series Models
   Papers, arXiv.org
4. A Justification of Conditional Confidence Intervals
   Papers, arXiv.org View citations (8)
   Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2017) View citations (2)

2018

5. A Residual Bootstrap for Conditional Expected Shortfall
   Papers, arXiv.org View citations (2)

2013

6. Sieve bootstrapping in the Lee-Carter model
   Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE)

Journal Articles

2017

1. Efficient estimation of factor models with time and cross‐sectional dependence
   Journal of Applied Econometrics, 2017, 32, (6), 1107-1122