Department of Economics

Anders Rahbek

Anders Rahbek

Professor

Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-00
- anders.rahbek@econ.ku.dk
- https://www.econ.ku.dk
Phone: +4535324031Fax: +4535323064

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ORCID: 0000-0002-2549-1913

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2015
Published
Nonstationary ARCH and GARCH with t-Distributed Innovations
Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2015, Copenhagen, 29 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 7, Vol. 2015).
Research output: Working paper › Research

ID: 8883

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3069 downloads
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
Published
2481 downloads
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Research output: Working paper › Research
Published
2457 downloads
Poisson Autoregression
Research output: Working paper › Research
Published