Anders Rahbek is a professor of econometrics at the University of Copenhagen from where he acquired his PhD degree in 1995. His research interests include multivariate and univariate discrete (and continuous) time series analysis, cointegration analysis in particular. More recently he has moved into the fields of non-linear and financial econometrics with a particular focus on volatility modeling. His publications include journals like Econometrica, Econometrics Journal, Econometric Theory, and Journal of Econometrics.

Link to publications