Søren Johansen

Søren Johansen

Professor, emeritus

  1. Journal of Theoretical and Applied Finance (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 2009 → …

    Activity: Peer-review and editorial work typesPeer review of manuscriptsResearch

  2. Journal of the American Statistical Association (Journal)

    Johansen, Søren (Review editor)

    2010 → …

    Activity: Peer-review and editorial work typesPeer review of manuscriptsResearch

  3. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    17 Mar 2011

    Activity: Talk or presentation typesLecture and oral contribution

  4. Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

    Johansen, Søren (Lecturer)

    11 Mar 2011

    Activity: Talk or presentation typesLecture and oral contribution

  5. Likelihood Inference for a Vector Autoregressive Model which allows for Fractional and Cofractional Processes

    Johansen, Søren (Lecturer)

    20 Mar 2009

    Activity: Talk or presentation typesLecture and oral contribution

  6. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    19 Sep 2013

    Activity: Talk or presentation typesLecture and oral contribution

  7. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    24 May 2012

    Activity: Talk or presentation typesLecture and oral contribution

  8. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    10 Nov 2012

    Activity: Talk or presentation typesLecture and oral contribution

  9. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    20 Oct 2015

    Activity: Talk or presentation typesLecture and oral contribution

  10. Likelihood inference for a vector autoregressive model for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    17 Oct 2012

    Activity: Talk or presentation typesLecture and oral contribution

  11. Likelihood inference for a vector autoregressive model which allows for fractional and cofractional processes

    Johansen, Søren (Lecturer)

    8 Jun 2008

    Activity: Talk or presentation typesLecture and oral contribution

  12. METHODOLOGY - European Journal of Research Methods for the Behavioral and Social Sciences (Journal)

    Johansen, Søren (Review editor)

    2011 → …

    Activity: Peer-review and editorial work typesPeer review of manuscriptsResearch

  13. MIT Press (Journal)

    Johansen, Søren (Review editor)

    2013 → …

    Activity: Peer-review and editorial work typesPeer review of manuscriptsResearch

  14. Matematisk Statistiske Modeller

    Johansen, Søren (Lecturer)

    7 Nov 2013

    Activity: Talk or presentation typesLecture and oral contribution

  15. Mathematical Problems in Engineering (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work typesPeer review of manuscriptsResearch

  16. Ocean Dynamics (Journal)

    Johansen, Søren (Peer reviewer)

    2014 → …

    Activity: Peer-review and editorial work typesPeer review of manuscriptsResearch

  17. On a numerical and graphical technique for evaluating some models involving rational expectations

    Johansen, Søren (Lecturer)

    20 Sep 2001

    Activity: Talk or presentation typesLecture and oral contribution

  18. Optimal hedging and optimal Sharpe ratio in the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    17 Sep 2015

    Activity: Talk or presentation typesLecture and oral contribution

  19. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    23 Feb 2015

    Activity: Talk or presentation typesLecture and oral contribution

  20. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    26 Oct 2015

    Activity: Talk or presentation typesLecture and oral contribution

  21. Outlier detection in regression using robust statistics

    Johansen, Søren (Lecturer)

    16 Mar 2012

    Activity: Talk or presentation typesLecture and oral contribution

  22. Oxford Bulletin of Economics and Statistics (Journal)

    Johansen, Søren (Peer reviewer)

    1 Jan 200831 Dec 2008

    Activity: Peer-review and editorial work typesEditor of Research journalCommunication

  23. Oxford Bulletin of Economics and Statistics (Journal)

    Johansen, Søren (Review editor)

    2012 → …

    Activity: Peer-review and editorial work typesPeer review of manuscriptsResearch

  24. Oxford Bulletin of Economics and Statistics (Journal)

    Johansen, Søren (Review editor)

    2011 → …

    Activity: Peer-review and editorial work typesPeer review of manuscriptsResearch

  25. Scandinavian Journal of Statistics (Journal)

    Johansen, Søren (Peer reviewer)

    2015 → …

    Activity: Peer-review and editorial work typesPeer review of manuscriptsResearch

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