Thor Pajhede Nielsen

Thor Pajhede Nielsen

Guest lecturer, Guest Researcher

  • Department of Economics, Study Council

    Øster Farimagsgade 5, Bygning 26

    1353 København K

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    1. Published

      A Conditionally Beta Distributed Time-Series Model With Application to Monthly US Corporate Default Rates

      Nielsen, Thor Pajhede, 2017, 30 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-01).

      Research output: Working paper › Research

    2. Published

      Backtesting Value-at-Risk: A Generalized Markov Framework

      Nielsen, Thor Pajhede, 2015, 28 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18, Vol. 2015).

      Research output: Working paper › Research

    3. Published

      Backtesting Value-at-Risk: A Generalized Markov Test

      Nielsen, Thor Pajhede, 6 Feb 2017, In: Journal of Forecasting. 36, 2, p. 597–613 17 p.

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

    4. Published

      Tales From the Unit Interval: Backtesting, Forecasting and Modeling

      Nielsen, Thor Pajhede, May 2017, Copenhagen: Department of Economics, University of Copenhagen. 91 p.

      Research output: Book/Report › Ph.D. thesis › Research

    ID: 97574656