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About Aarhus University
Gustavo Fruet Dias
International Fellow
Department of Economics and Business Economics
Fuglesangs Allé 4
8210 Aarhus V
Denmark
Department of Economics and Business Economics - CREATES
Fuglesangs Allé 4
8210 Aarhus V
Denmark
ORCID: 0000-0001-6428-5074
Price Discovery in a Continuous-Time Setting
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
- Published
Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The time-varying GARCH-in-mean model
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
ID: 52433845