Sarah Forstinger
Fakultät für Wirtschaftswissenschaften -> Department 4: Economics -> Ökonometrie & Quantitative Methoden
Center of International Economics
sarah.forstinger@uni-paderborn.deID
3 Publikationen
2018 | Konferenzbeitrag | LibreCat-ID: 4668
Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
LibreCat
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
2018 | Dissertation | LibreCat-ID: 4672
Modelling and forecasting financial and economic time series using different semiparametric ACD models
S. Forstinger, Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models, Universität Paderborn, 2018.
LibreCat
S. Forstinger, Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models, Universität Paderborn, 2018.
2015 | Zeitschriftenaufsatz | LibreCat-ID: 4592
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.
LibreCat
| DOI
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.
3 Publikationen
2018 | Konferenzbeitrag | LibreCat-ID: 4668
Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
LibreCat
S. Forstinger, Y. Feng, C. Peitz, in: Book of Abstracts, 2018, p. 17.
2018 | Dissertation | LibreCat-ID: 4672
Modelling and forecasting financial and economic time series using different semiparametric ACD models
S. Forstinger, Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models, Universität Paderborn, 2018.
LibreCat
S. Forstinger, Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models, Universität Paderborn, 2018.
2015 | Zeitschriftenaufsatz | LibreCat-ID: 4592
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.
LibreCat
| DOI
Y. Feng, S. Forstinger, C. Peitz, Journal of Statistical Computation and Simulation 86 (2015) 2291–2307.