Staff
Markus Belfrage
Markus Belfrage
Education
Master of Science (Economics and Business Administration), Business Economics, Hanken School of Economics, Finland, 2015
Publications
ACDm: Tools for Autoregressive Conditional Duration Modelshttps://cran.r-project.org/web/packages/ACDm/
Modelling ultra-high frequency trade durations with the ACD modelpp. 77-77http://nordstat2018.ut.ee/sites/default/files/nordstat2018/files/nordstat2018-abstract.pdf