Søren Johansen
Professor, emeritus
Department of Economics
Øster Farimagsgade 5
1353 København K
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren (Lecturer)
26 Oct 2015Activity: Talk or presentation types › Lecture and oral contribution
Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model
Johansen, Søren (Lecturer)
17 Sep 2015Activity: Talk or presentation types › Lecture and oral contribution
On a numerical and graphical technique for evaluating some models involving rational expectations
Johansen, Søren (Lecturer)
20 Sep 2001Activity: Talk or presentation types › Lecture and oral contribution
Ocean Dynamics (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Mathematical Problems in Engineering (Journal)
Johansen, Søren (Peer reviewer)
2014 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Matematisk Statistiske Modeller
Johansen, Søren (Lecturer)
7 Nov 2013Activity: Talk or presentation types › Lecture and oral contribution
MIT Press (Journal)
Johansen, Søren (Review editor)
2013 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
METHODOLOGY - European Journal of Research Methods for the Behavioral and Social Sciences (Journal)
Johansen, Søren (Review editor)
2011 → …Activity: Peer-review and editorial work types › Peer review of manuscripts › Research
Likelihood inference for a vector autoregressive model which allows for fractional and cofractional processes
Johansen, Søren (Lecturer)
8 Jun 2008Activity: Talk or presentation types › Lecture and oral contribution
Likelihood inference for a vector autoregressive model for fractional and cofractional processes
Johansen, Søren (Lecturer)
19 Sep 2013Activity: Talk or presentation types › Lecture and oral contribution
ID: 8722
Most downloads
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3634
downloads
A Necessary Moment Condition for the Fractional Functional Central Limit Theorem
Research output: Working paper › Research
Published -
3585
downloads
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Research output: Working paper › Research
Published -
3320
downloads
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Research output: Working paper › Research
Published