Sarah Forstinger
Fakultät für Wirtschaftswissenschaften -> Department 4: Economics -> Ökonometrie & Quantitative Methoden
Center of International Economics
sarah.forstinger@uni-paderborn.deID
3 Publications
2018 | Conference Paper | LibreCat-ID: 4668
Forstinger S, Feng Y, Peitz C. Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models. In: Book of Abstracts. ; 2018:17.
LibreCat
2018 | Dissertation | LibreCat-ID: 4672
Forstinger S. Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models. Universität Paderborn; 2018.
LibreCat
2015 | Journal Article | LibreCat-ID: 4592
Feng Y, Forstinger S, Peitz C. On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations. Journal of Statistical Computation and Simulation. 2015;86(12):2291-2307. doi:10.1080/00949655.2015.1107908
LibreCat
| DOI
3 Publications
2018 | Conference Paper | LibreCat-ID: 4668
Forstinger S, Feng Y, Peitz C. Forecasting Non-Negative Financial Processes Using Different Parametric and Semi-Parametric ACD-Type Models. In: Book of Abstracts. ; 2018:17.
LibreCat
2018 | Dissertation | LibreCat-ID: 4672
Forstinger S. Modelling and Forecasting Financial and Economic Time Series Using Different Semiparametric ACD Models. Universität Paderborn; 2018.
LibreCat
2015 | Journal Article | LibreCat-ID: 4592
Feng Y, Forstinger S, Peitz C. On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations. Journal of Statistical Computation and Simulation. 2015;86(12):2291-2307. doi:10.1080/00949655.2015.1107908
LibreCat
| DOI