Research output per year
Research output per year
Ph.D. Department of Mathematical Sciences, University of Copenhagen, 2008
Postboks 2099, Øster Farimagsgade 5 opg. B, 1014 København K, 24 Øster Farimagsgade 5, 24-1-08
Research activity per year
Born: 22nd of February 1978
Education:
2008
Ph.D. Mathematical Statistics, University of Copenhagen (Thesis: “Asymptotic Theory in Financial Time Series Models with Conditional Heteroscedasticity”).
2005
M.Sc. Mathematics and Economics, University of Copenhagen (Thesis: “Likelihood Based Inference in the AR-ARCH Model”).
2004
M.Sc. Econometrics and Mathematical Economics with Distinction at London School of Economics (Thesis: “Consumption, Aggregated Wealth, and Expected Stock Returns in the UK”).
2002
Bachelor (B.Sc.), Mathematics and Economics, University of Copenhagen (Thesis: “Modeling the Real Exchange Rate Using Threshold Autoregressive Models”).
Employment
2009 - present
Assistant Professor at the Department of Biostatistics, University of Copenhagen.
2008 – 09
Post.doc at the Department of Economics, University of Copenhagen.
2008 – 09
Post.doc. at Center for Research in Econometric Analysis of Time Series (CREATES), University of Aarhus.
2006 – 09
Part time consultant for an upstart IT company, which provides business consulting.
2005 – 08
Ph.D. student at the University of Copenhagen. Main research interest multivariate volatility modeling.
2004
Research Assistant at the consultancy firm London Economics.
Review activity
Biometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Oxford Bulletin of Economics and Statistics, Scandinavian Journal of Statistics, Statistica Sinica, Statistics in Medicine, Stochastic Processes and their Applications, The Manchester School. The R Journal
Langue Skills
Danish (native), English (fluent).
Computer Experience (selected references only)
Office (advanced user).
Programming experience with C++, Ox, and R.
The statistical packages SPSS, SAS, R, GiveWin, and PcGive.
Danish (native), English (fluent).
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research output: Contribution to journal › Review › peer-review
Research output: Contribution to journal › Journal article › Research › peer-review
Research output: Contribution to journal › Journal article › Research › peer-review
Research output: Contribution to journal › Journal article › Research › peer-review
Research output: Contribution to journal › Journal article › Research › peer-review
Research output: Contribution to journal › Journal article › Research › peer-review
Research output: Contribution to journal › Journal article › Research › peer-review
Research output: Contribution to journal › Comment/debate › Research › peer-review
De Bruin, M. L. (Organizer), Lange, T. (Organizer), Brun, N. C. (Organizer), Heisterberg, J. (Organizer), Druedahl, L. C. (Speaker), Hallgreen, C. E. (Speaker), Gørtz, M. (Speaker), Leufkens, H. G. M. (Speaker), Møllebæk, M. (Speaker) & Sindahl, P. (Speaker)
Activity: Participating in or organising an event types › Organisation of and participation in conference
Granholm, A. (Creator), Jensen, A. K. G. (Creator), Lange, T. (Creator) & Kaas-Hansen, B. S. (Creator), Zenodo, 2022
DOI: 10.5281/zenodo.6490087, https://zenodo.org/records/6490087
Dataset