Anders Rahbek
Professor of Economics, University of Copenhagen
Professor of Economics, University of Copenhagen, Department of Economics. Affiliated with CREATES as Research Fellow. CREATES (link) is funded by the Danish National Research Foundation.
Research interests in econometrics and statistics: 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.
Related Research: Data Analysis and Patterns in Data
Published Research
Bec, F., Rahbek, A. and Shephard, N. (2008). Bec, F., Rahbek, A. and Shephard, N. (2008) The ACR model: a Multivariate Dynamic Mixture Autoregression. Oxford Bulletin of Economics and Statistics. 70 (5), 583-618.. Oxford Bulletin of Economics and Statistics. 70 (5), 583-618..
Bec, F. Rahbek, A. and Shephard, N. (2008). The ACR Model: A Multivariate Dynamic Mixture Autoregression.
