Edit Profile Grammig, Joachim Compute Distance To: Compute Author ID: grammig.joachim Published as: Grammig, Joachim Documents Indexed: 8 Publications since 2000 all top 5 Co-Authors 0 single-authored 2 Fernandes, Marcelo 2 Hujer, Reinhard 1 Kehrle, Kerstin 1 Kokot, Stefan 1 Küchlin, Eva-Maria 1 Maurer, Kai-Oliver 1 Wellner, Marc Serials 4 Journal of Econometrics 1 Journal of Economic Dynamics & Control 1 Computational Statistics 1 The Econometrics Journal 1 AStA. Allgemeines Statistisches Archiv Fields 6 Statistics (62-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) Publications by Year Citations contained in zbMATH 5 Publications have been cited 106 times in 78 Documents Cited by ▼ Year ▼ Non-monotonic hazard functions and the autoregressive conditional duration model. Zbl 1038.91523Grammig, Joachim; Maurer, Kai-Oliver 36 2000 A family of autoregressive conditional duration models. Zbl 1337.62259Fernandes, Marcelo; Grammig, Joachim 29 2006 Nonparametric specification tests for conditional duration models. Zbl 1337.62216Fernandes, Marcelo; Grammig, Joachim 26 2005 Modeling the interdependence of volatility and inter-transaction duration processes. Zbl 1040.62094Grammig, Joachim; Wellner, Marc 13 2002 A new marked point process model for the federal funds rate target: methodology and forecast evaluation. Zbl 1181.91344Grammig, Joachim; Kehrle, Kerstin 2 2008 A new marked point process model for the federal funds rate target: methodology and forecast evaluation. Zbl 1181.91344Grammig, Joachim; Kehrle, Kerstin 2 2008 A family of autoregressive conditional duration models. Zbl 1337.62259Fernandes, Marcelo; Grammig, Joachim 29 2006 Nonparametric specification tests for conditional duration models. Zbl 1337.62216Fernandes, Marcelo; Grammig, Joachim 26 2005 Modeling the interdependence of volatility and inter-transaction duration processes. Zbl 1040.62094Grammig, Joachim; Wellner, Marc 13 2002 Non-monotonic hazard functions and the autoregressive conditional duration model. Zbl 1038.91523Grammig, Joachim; Maurer, Kai-Oliver 36 2000 all top 5 Cited by 146 Authors 6 Fernandes, Marcelo 4 Peiris, M. Shelton 3 Allen, David E. 3 Bhatti, Chad R. 3 Grammig, Joachim 3 Perera, Indeewara 3 Scaillet, Olivier 3 Silvapulle, Mervyn Joseph 2 Chen, Min 2 De Luca, Giovanni 2 Duchesne, Pierre 2 Feng, Yuanhua 2 Gallo, Giampiero M. 2 Gerlach, Richard H. 2 Hong, Yongmiao 2 Ke, Rui 2 Koul, Hira Lal 2 Leão, Jeremias 2 Lee, Sangyeol 2 Leiva, Víctor 2 Li, Shuo 2 Lu, Wanbo 2 McAleer, Michael 2 Oh, Haejune 2 Ravishanker, Nalini 2 Renault, Eric 2 Saulo, Helton 2 Thavaneswaran, Aerambamoorthy 1 Amaro de Matos, João 1 Andres, Philipp 1 Aykroyd, Robert G. 1 Balakrishna, Naveen 1 Bauwens, Luc C. A. A. 1 Beran, Jan 1 Bień-Barkowska, Katarzyna 1 Bouezmarni, Taoufik 1 Bowsher, Clive G. 1 Cartea, Álvaro 1 Cattivelli, Luca 1 Chan, Felix T. S. 1 Chan, Jennifer So Kuen 1 Chen, Yi-Ting 1 Chiang, Min-Hsien 1 Cho, Jin Seo 1 Clinet, Simon 1 Czado, Claudia 1 De Assis, Edilson Machado 1 Deo, Rohit S. 1 Dungey, Mardi 1 Fabozzi, Frank J. 1 Ferraty, Frédéric 1 Forstinger, Sarah 1 Frazier, David T. 1 Gao, Jiti 1 Ghosh, Sucharita 1 Gneiting, Tilmann 1 Gobet, Emmanuel 1 Guo, Bin 1 Gutiérrez, Ester 1 Hagmann, Michael 1 Hautsch, Nikolaus 1 Held, Leonhard 1 Hirukawa, Masayuki 1 Hsieh, Mengchen 1 Huang, Tao 1 Hujer, Reinhard 1 Hurvich, Clifford M. 1 Jaimungal, Sebastian 1 Jiang, Yong 1 Kalev, Petko S. 1 Kim, Namhyun 1 Klinger Monteiro, Paulo 1 Lazarov, Zdravetz 1 Lee, Yoonjin 1 Lewbel, Arthur 1 Li, Guodong 1 Li, Yang 1 Li, Yingying 1 Liang, Jingwen 1 Liang, You 1 Lin, Edward M. H. 1 Ling, Aifan 1 Liu, Xiaochun 1 Long, Xiangdong 1 Lozano, Sebastián 1 Lu, Xun 1 Luintel, Kul B. 1 Malec, Peter 1 Marchant, Carolina 1 Meintanis, Simos G. 1 Meitz, Mika 1 Mendes, Eduardo F. 1 Milošević, Bojana 1 Mykland, Per Aslak 1 Ng, Ka-Ho 1 Ng, Wing Lon 1 Obradović, Marko 1 Pacurar, Maria 1 Peitz, Christian 1 Potiron, Yoann ...and 46 more Authors all top 5 Cited in 28 Serials 14 Journal of Econometrics 7 Computational Statistics and Data Analysis 7 Quantitative Finance 5 Statistical Papers 5 Econometric Theory 4 Annals of the Institute of Statistical Mathematics 4 Mathematics and Computers in Simulation 4 Economics Letters 3 Journal of Economic Dynamics & Control 2 Journal of Statistical Planning and Inference 2 Econometric Reviews 2 Computers & Operations Research 2 Communications in Statistics. Simulation and Computation 2 Journal of Nonparametric Statistics 1 Biometrics 1 Statistics & Probability Letters 1 Journal of Time Series Analysis 1 Acta Mathematicae Applicatae Sinica. English Series 1 Computational Statistics 1 International Journal of Computer Mathematics 1 Journal of Statistical Computation and Simulation 1 Applied Mathematical Finance 1 Bernoulli 1 Mathematical Problems in Engineering 1 Advances in Difference Equations 1 Journal of Forecasting 1 Electronic Journal of Statistics 1 Annals of Finance Cited in 4 Fields 70 Statistics (62-XX) 33 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Probability theory and stochastic processes (60-XX) 5 Numerical analysis (65-XX) Citations by Year