Forskningsresultat per år
Forskningsresultat per år
- 8 resultat
Sökresultat
-
2023
Modeling ultra-high frequency trade durations with ACD type of models
Belfrage, M. & Rosenqvist, G., 2023, European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023, Book of Abstracts. Warsaw, s. 217-217 1 s.Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig › Peer review
-
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, s. 77-77 1 s.Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig
Öppen tillgång -
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 s.Forskningsoutput: Bok/rapport › Bok › Yrkesinriktad
Öppen tillgång -
VARtests: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models: Version 2.0.5
Belfrage, M., Catani, P. & Ahlgren, N., 02.11.2018Forskningsoutput: Icke-textbaserad output › Programvara › Yrkesinriktad
Öppen tillgång -
2017
Package ‘VARtests’: Tests for Error Autocorrelation and ARCH Errors in Vector Autoregressive Models
Belfrage, M., 06.08.2017Forskningsoutput: Bok/rapport › Bok › Yrkesinriktad
-
2015
ACDm: Tools for Autoregressive Conditional Duration Models
Belfrage, M., 16.07.2015Forskningsoutput: Icke-textbaserad output › Programvara › Vetenskaplig
Öppen tillgång -
Package ‘ACDm’: Tools for Autoregressive Conditional Duration Models (Version 1.0.2)
Belfrage, M., 2015, Wien: Vienna University of Economics and Business. 30 s.Forskningsoutput: Bok/rapport › Bok › Yrkesinriktad
Öppen tillgång -
Tutorial: Tools for Autoregressive Conditional Duration Models (Version 1.0.2)
Belfrage, M., 2015, Wien: Vienna University of Economics and Business. 30 s.Forskningsoutput: Bok/rapport › Bok › Yrkesinriktad
Öppen tillgång