Markus Alexander Belfrage – Research output — Haris - Hanken’s Research Portal

Research activity per year

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4 Book
2 Software
1 Conference contribution

7 results

2018

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., 02.11.2018
Research output: Non-textual form › Software › Professional

Open Access
2017
Package ‘VARtests’: Tests for Error Autocorrelation and ARCH Errors in Vector Autoregressive Models
Belfrage, M., 06.08.2017
Research output: Book/Report › Book › Professional
2015
ACDm: Tools for Autoregressive Conditional Duration Models
Belfrage, M., 16.07.2015
Research output: Non-textual form › Software › Scientific

Open Access
Package ‘ACDm’: Tools for Autoregressive Conditional Duration Models (Version 1.0.2)
Belfrage, M., 2015, Wien: Vienna University of Economics and Business. 30 p.
Research output: Book/Report › Book › Professional

Open Access
Tutorial: Tools for Autoregressive Conditional Duration Models (Version 1.0.2)
Belfrage, M., 2015, Wien: Vienna University of Economics and Business. 30 p.
Research output: Book/Report › Book › Professional

Open Access