Joachim Grammig
Author
Alternate names Joachim G. Grammig, Joachim Grammig, J. Grammig
Institutions Financial Research (Hungary), University of Tübingen
Past institutions University of Tübingen, Financial Research (Hungary), IZA - Institute of Labor Economics, Goethe University Frankfurt
ORCID: Yes
H-index: 21
I10-index: 32
Works count: 111
Citations count: 2,090
Non‐monotonic hazard functions and the autoregressive conditional duration model
2000 · Joachim Grammig, K.-O. Maurer · Econometrics Journal
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
2004 · Joachim Grammig, Michael Melvin, et al. · Journal of Empirical Finance
A comparison of financial duration models via density forecasts
2003 · Luc Bauwens, Pierre Giot, et al. · International Journal of Forecasting