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/