Søren Johansen

Søren Johansen

Professor emeritus

  1. 2015
  2. To condtion or not to condition

    Johansen, Søren (Lecturer)
    29 Oct 2015

    Activity: Talk or presentation typesLecture and oral contribution

  3. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)
    26 Oct 2015

    Activity: Talk or presentation typesLecture and oral contribution

  4. 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

  5. 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

  6. Cointegration in times series

    Johansen, Søren (Lecturer)
    23 Aug 2015

    Activity: Talk or presentation typesLecture and oral contribution

  7. A stochastic expansion of the Huber-skip estimator for multiple regression Huber-skip estimator

    Johansen, Søren (Lecturer)
    15 Jun 2015

    Activity: Talk or presentation typesLecture and oral contribution

  8. Optimal hedging with the cointegrated vector autoregressive model

    Johansen, Søren (Lecturer)
    23 Feb 2015

    Activity: Talk or presentation typesLecture and oral contribution

  9. Sixth Italian congress of econometrics and empirical economics

    Johansen, Søren (Speaker)
    21 Jan 2015

    Activity: Participating in or organising an event typesParticipation in workshop, seminar, course

  10. Communications in Statistics (Journal)

    Johansen, Søren (Reviewer)
    2015 → …

    Activity: Publication peer-review and editorial work typesPeer review of manuscriptsResearch

  11. Econometrics (Journal)

    Johansen, Søren (Reviewer)
    2015 → …

    Activity: Publication peer-review and editorial work typesPeer review of manuscriptsResearch

Previous 1 2 3 4 5 6 7 8 ...10 Next

ID: 8722