Joachim Grammig

Available identifiers

zbMath Open grammig.joachimMaRDI QIDQ262794

List of research outcomes

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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Joachim Grammig