Activities per year
Activities
- 6 results
Search results
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Sup-tests against time-varying GARCH models
Niklas Ahlgren (Speaker)
24.08.2023Activity: Talk or presentation › Oral presentation
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A new GARCH model with a deterministic time-varying intercept
Niklas Ahlgren (Speaker)
21.06.2023Activity: Talk or presentation › Oral presentation
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16th International Conference on Computational and Financial Econometrics (CFE)
Agnieszka Jach (Invited speaker)
17.12.2022 → 19.12.2022Activity: Talk or presentation › Oral presentation
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Modelling ultra-high frequency trade durations with ACD type of models
Gunnar Rosenqvist (Speaker) & Markus Alexander Belfrage (Speaker)
10.09.2022Activity: Talk or presentation › Oral presentation
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E-Assessment in Mathematical Sciences (EAMS 2022)
Agnieszka Jach (Speaker)
14.06.2022Activity: Talk or presentation › Oral presentation
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Modelling ultra-high frequency trade durations with the ACD model
Markus Belfrage (Speaker) & Gunnar Rosenqvist (Speaker)
26.06.2018 → 29.06.2018Activity: Talk or presentation › Oral presentation