Publications

Adrian Trapletti, Kurt Hornik (2020). tseries: Time Series Analysis and Computational Finance. On CRAN.

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Gilles O. Zumbach, Fulvio Corsi, Adrian Trapletti (2002). Efficient Estimation of Volatility Using High Frequency Data. On SSRN.

Adrian Trapletti, Alois Geyer, Friedrich Leisch (2002). Forecasting exchange rates using cointegration models and intra-day data. Journal of Forecasting, 21(3).

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Gilles Zumbach, Adrian Trapletti (2001). Orla: A data flow programming system for very large time series. In Proceedings DSC 2001.

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Adrian Trapletti, Friedrich Leisch, Kurt Hornik (2000). Stationary and Integrated Autoregressive Neural Network Processes. Neural Computation, 12(10).

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C. M. Spengler, C. Knöpfli-Lenzin, K. Birchler, Adrian Trapletti, U. Boutellier (2000). Breathing pattern and exercise endurance time after exhausting cycling or breathing. European Journal of Applied Physiology, 81(5).

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Adrian Trapletti, Alois Geyer, Friedrich Leisch (1999). Cointegration and Exchange Market Efficiency: An Analysis of High Frequency Data. In SFB working paper series.

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