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The Cambridge-INET Institute

 

Prof Anders Rahbek

(University of Copenhagen)

Research Interests: Time series analysis in finance and macro: co-integration analysis; bootstrap methods; count models; (stochastic) volatility and GARCH modeling; discrete time vs. continuous time modeling.

Visiting between: (Wednesday 25th June 2014 - Wednesday 9th July 2014)

Host: Oliver Linton

Personal website: http://www.econ.ku.dk/rahbek/

Theme: empirical