Postdoc Sebastian Mathias Jensen from the Department of Economics and Business Economics has received DKK 2.27 million from Independent Research Fund…
The new personal homepages are being implemented now – but what are they capable of and why are there two?
No major upheavals will follow when Thomas Quistgaard Pedersen takes up the position as head of the Department of Economics and Business Economics on…
Julia Nafziger, professor of economics, has received a DKK 2.6 million grant from Independent Research Fund Denmark to investigate the relationship…
Professor Steffen Meyer and Associate Professor Elena Mattana from the Department of Economics and Business Economics are among the recipients.
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Title: Modelling Changes in the Unconditional Variance of Long Stock Return Series
Title: Bootstrapping pre-averaged realized volatility under market microstructure noise
Title: Bias Reduction under Dependence, in a Nonlinear and Dynamic Panel Setting: the Case of GARCH Panels
Title: Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM
Title: Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
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