Research output per year
Research output per year
Personal profile
Education information
MSc (Economics and Business Administration), Hanken School of Economics, Finland, 2015
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Dive into the research topics where Markus Alexander Belfrage is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Modelling ultra-high frequency trade durations with the ACD model
Belfrage, M. & Rosenqvist, G., 26.06.2018, Nordstat 2018 : 27th Nordic Conference in Mathematical Statistics. Tartu: University of Tartu, p. 77-77 1 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific
Open Access -
Package ‘VARtests’: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models: Version 2.0.5
Belfrage, M., Catani, P. & Ahlgren, N., 02.11.2018, Vienna: The R Foundation. 19 p.Research output: Book/Report › Book › Professional
Open Access -
VARtests: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models: Version 2.0.5
Belfrage, M., Catani, P. & Ahlgren, N., 02.11.2018Research output: Non-textual form › Software › Professional
Open Access -
Package ‘VARtests’: Tests for Error Autocorrelation and ARCH Errors in Vector Autoregressive Models
Belfrage, M., 06.08.2017Research output: Book/Report › Book › Professional
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ACDm: Tools for Autoregressive Conditional Duration Models
Belfrage, M., 16.07.2015Research output: Non-textual form › Software › Scientific
Open Access
Activities
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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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Frontiers in High-Frequency Financial Econometrics 2018
Markus Belfrage (Poster: Presenter) & Gunnar Rosenqvist (Poster: Presenter)
28.09.2018 → 29.09.2018Activity: Participating in or organising an event › Organisation of / participation in conferences, workshops, courses, seminars
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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
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2018 Hanken Research Day
Gunnar Rosenqvist (Poster: Presenter) & Markus Belfrage (Poster: Author)
14.11.2018Activity: Participating in or organising an event › Organisation of / participation in conferences, workshops, courses, seminars