Joachim Grammig

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
Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave Econometrics Journal	2022-12-06	Paper
Empirical asset pricing with multi-period disaster risk: a simulation-based approach Journal of Econometrics	2021-05-04	Paper
A two-step indirect inference approach to estimate the long-run risk asset pricing model Journal of Econometrics	2018-05-31	Paper
A family of autoregressive conditional duration models Journal of Econometrics	2016-04-18	Paper
Nonparametric specification tests for conditional duration models Journal of Econometrics	2016-03-30	Paper
A new marked point process model for the federal funds rate target: methodology and forecast evaluation Journal of Economic Dynamics and Control	2010-01-19	Paper
Simultaneous modeling of price processes and transaction intensities AStA. Allgemeines Statistisches Archiv	2005-10-11	Paper
Modeling the interdependence of volatility and inter-transaction duration processes. Journal of Econometrics	2003-02-17	Paper
Tackling boundary effects in nonparametric estimation of intra-day liquidity measures Computational Statistics	2003-02-06	Paper
Non‐monotonic hazard functions and the autoregressive conditional duration model Econometrics Journal	2000-01-01	Paper

Research outcomes over time

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