Personal profile
Education information
MSc (Economics and Business Administration), Hanken School of Economics, Finland, 2015Fingerprint
- 1 Similar Profiles
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Modeling ultra-high frequency trade durations with ACD type of models
Belfrage, M. & Rosenqvist, G., 2023, European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023, Book of Abstracts. Warsaw, p. 217-217 1 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
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Modelling ultra-high frequency trade durations with the ACD model
Belfrage, M. & Rosenqvist, G., 26.06.2018, Nordstat 2018 : 27th Nordic Conference in Mathematical Statistics. Tartu: University of Tartu, p. 77-77 1 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific
Open Access -
Package ‘VARtests’: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models: Version 2.0.5
Belfrage, M., Catani, P. & Ahlgren, N., 02.11.2018, Vienna: The R Foundation. 19 p.Research output: Book/Report › Book › Professional
Open Access -
VARtests: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models: Version 2.0.5
Belfrage, M., Catani, P. & Ahlgren, N., 02.11.2018Research output: Non-textual form › Software › Professional
Open Access -
Package ‘VARtests’: Tests for Error Autocorrelation and ARCH Errors in Vector Autoregressive Models
Belfrage, M., 06.08.2017Research output: Book/Report › Book › Professional
Projects
- 1 Finished
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Trade durations in the ultra-high frequency stock market
Rosenqvist, G. (Project participant) & Belfrage, M. (Project participant)
01.01.2022 → 31.12.2024
Project: Externally funded project
Activities
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. (Speaker)
05.06.2025 → 06.06.2025Activity: Talk or presentation › Oral presentation
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. A. (Speaker)
06.07.2023Activity: Talk or presentation › Oral presentation
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Modeling ultra-high frequency trade durations with ACD type of models
Belfrage, M. (Speaker) & Rosenqvist, G. (Speaker)
03.07.2023 → 07.07.2023Activity: Talk or presentation › Oral presentation
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. A. (Speaker)
17.12.2022Activity: Talk or presentation › Oral presentation
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. A. (Speaker)
09.12.2022Activity: Talk or presentation › Oral presentation