The following pages link to Joachim Grammig (Q262794):
Displaying 10 items.
- Nonparametric specification tests for conditional duration models (Q262795) (← links)
- A family of autoregressive conditional duration models (Q269391) (← links)
- A new marked point process model for the federal funds rate target: methodology and forecast evaluation (Q844722) (← links)
- A two-step indirect inference approach to estimate the long-run risk asset pricing model (Q1754508) (← links)
- Tackling boundary effects in nonparametric estimation of intra-day liquidity measures (Q1855636) (← links)
- Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
- Simultaneous modeling of price processes and transaction intensities (Q2567523) (← links)
- Non‐monotonic hazard functions and the autoregressive conditional duration model (Q4762171) (← links)
- Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave (Q5053121) (← links)
