Onno Kleen
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| mfGARCH | 2026-01-13 | Software |
| highfrequency | 2026-01-08 | Software |
| highfrequency | 2023-10-04 | Software |
| alfred | 2023-03-21 | Software |
| Analyzing Intraday Financial Data in R: The highfrequency Package Journal of Statistical Software | 2022-01-01 | Paper |
| mfGARCH | 2021-06-17 | Software |
| Analyzing intraday financial data in R: The highfrequency package SSRN Electronic Journal | 2021-01-01 | Paper |
| Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models Journal of Applied Econometrics | 2020-01-01 | Paper |
Research outcomes over time
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