Personlig profil
Information om utbildning
Ekonomie magister, Hanken Svenska handelshögskolan, Finland, 2015Fingeravtryck
- 1 Liknande profiler
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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, s. 217-217 1 s.Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig › 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, s. 77-77 1 s.Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig
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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 s.Forskningsoutput: Bok/rapport › Bok › Yrkesinriktad
Öppen tillgång -
VARtests: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models: Version 2.0.5
Belfrage, M., Catani, P. & Ahlgren, N., 02.11.2018Forskningsoutput: Icke-textbaserad output › Programvara › Yrkesinriktad
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Package ‘VARtests’: Tests for Error Autocorrelation and ARCH Errors in Vector Autoregressive Models
Belfrage, M., 06.08.2017Forskningsoutput: Bok/rapport › Bok › Yrkesinriktad
Projekt
- 1 Slutfört
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Trade durations in the ultra-high frequency stock market
Rosenqvist, G. (Projektdeltagare) & Belfrage, M. (Projektdeltagare)
01.01.2022 → 31.12.2024
Projekt: Externt finansierat projekt
Aktiviteter
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. (Talare)
05.06.2025 → 06.06.2025Aktivitet: Tal eller presentation › Muntlig presentation
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. A. (Talare)
06.07.2023Aktivitet: Tal eller presentation › Muntlig presentation
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Modeling ultra-high frequency trade durations with ACD type of models
Belfrage, M. (Talare) & Rosenqvist, G. (Talare)
03.07.2023 → 07.07.2023Aktivitet: Tal eller presentation › Muntlig presentation
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. A. (Talare)
17.12.2022Aktivitet: Tal eller presentation › Muntlig presentation
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Machines Don't Go for Lunch - A New Diurnal Adjustment for Trade Durations
Belfrage, M. A. (Talare)
09.12.2022Aktivitet: Tal eller presentation › Muntlig presentation