Søren Johansen

Søren Johansen

Professor, emeritus

  1. Lecture and oral contribution
  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. Matematisk Statistiske Modeller

    Johansen, Søren (Lecturer)

    7 Nov 2013

    Activity: Talk or presentation typesLecture and oral contribution

  8. 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

  9. 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

  10. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    23 Feb 2015

    Activity: Talk or presentation typesLecture and oral contribution

  11. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)

    26 Oct 2015

    Activity: Talk or presentation typesLecture and oral contribution

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