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Staff Markus Belfrage

Markus Belfrage

Department

Finance (Helsinki)

MSc (Economics and Business Administration), Hanken School of Economics, Finland, 2015

To the research database

To the research database

Latest publications

2018,'VARtests: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models',

2018,'Modelling ultra-high frequency trade durations with the ACD model',pp. 77-77.

2018,'Package ‘VARtests’: Tests for Error Autocorrelation, ARCH Errors, and Cointegration in Vector Autoregressive Models',

2017,'Package ‘VARtests’',

2015,'ACDm: Tools for Autoregressive Conditional Duration Models',

2015,'Package ‘ACDm’',

2015,'Tutorial',

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HANKEN SCHOOL OF ECONOMICS

Helsinki

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Arkadiankatu 22, 00100 Helsinki, Finland

Postal Address: P.O.Box 479,

00101 Helsinki, Finland

Phone: +358 (0)29 431 331

VAT number/Business ID: FI02459077

Vasa

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Kirjastonkatu 16, 65100 Vaasa, Finland

Postal Address: P.O.Box 287,

65101 Vaasa, Finland

Phone: +358 (0)29 431 331

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