Anders Rahbek

Anders Rahbek

Professor

Member of:

    ORCID: 0000-0002-2549-1913

    Publication year:
    All
    1 - 4 out of 4Page size: 10
    1. 2009
    2. Published

      An Introduction to Regime Switching Time Series Models

      Lange, Theis & Rahbek, Anders, 2009, Handbook of Financial Time Series. Andersen, T. G., Davis, R. A., Kreiss, J. P. & Mikosch, T. (eds.). Springer, p. 871-888 18 p.

      Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

    3. Published

      An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application

      Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, 2009, Department of Economics, University of Copenhagen, 24 p.

      Research output: Working paper › Research

    4. Published

      Asymptotics of the QMLE for General ARCH(q) Models

      Kristensen, D. & Rahbek, Anders, 2009, In: Journal of Time Series Econometrics. 1, 1, p. 1-36 38 p.

      Research output: Contribution to journal › Journal article › Research › peer-review

    5. Published

      Poisson Autoregression

      Fokianos, K., Rahbek, Anders & Tjøstheim, D., 2009, In: Journal of the American Statistical Association. 104, 488, p. 1430-1439 10 p.

      Research output: Contribution to journal › Journal article › Research › peer-review

    ID: 8883