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 |
|---|---|---|
| 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
This page was built for person: Onno Kleen
