PhD, 2022
Thesis: Essays on High-Frequency and Financial Data Analysis
PhD, 2021
Thesis: Interest rates, exchange rates, and economic uncertainty
PhD, 2021
Thesis: Essays in Financial Econometrics
PhD, 2021
PhD, 2021
PhD, 2021
Thesis: Modelling and Forecasting Fractional Volatility
PhD, 2020
Thesis: Essays on Institutional Investing
PhD, 2020
Thesis: Essays in Applied Econometrics and Causal Machine Learning
PhD, 2020
Thesis: Essays on Accounting, Banking and Finance
PhD, 2020
Thesis: Expected Returns and the Money Market.
PhD, 2020
Thesis: Advances in PLS-SEM: Fresh Insights and Illustrations.
PhD, 2020
Thesis: Essays on Dynamic Term Structure Models
PhD, 2020
Thesis: Essays on Household and Sustainable Finance
PhD, 2019
Thesis: Competition Economics and Damage Estimation - Empirical Theory and Practice.
PhD, 2019
Thesis: Essays on Dynamic Term Structure Models.
PhD, 2019
Thesis: Econometric Modeling and Forecasting in Financial Markets.
PhD, 2019
Thesis: Intraday Phenomena i Financial Markets.
PhD, 2019
Thesis: How high-frequency data benefits volatility modeling.
PhD, 2019
Thesis: Estimating the markup in the New Keynesian Model.
PhD, 2019
Thesis: Data-driven sample split and out-of-sample tests.
PhD, 2019
Thesis: GARCH at Small Sample Sizes: Remedies and Applications.
PhD, 2018
Thesis: Asset Mispricing and Forecasting.
PhD, 2018
Thesis: Measurement, assessment, and forecast of integrated variance
PhD, 2018
Thesis: Econometric Analysis of Spot Variances, Covariances and Correlations
PhD, 2018
Thesis: Bond Risk Premia and the Macroeconomy
PhD, 2018
Thesis: Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility
PhD, 2018
Thesis: Modeling Financial Market Volatility: A Macro-Finance Perspective
PhD, 2017
Thesis: Econometric Modelling and Forecasting of Electricity Prices
PhD, 2017
Thesis: Rough Volatility: Theory and Applications
PhD, 2017
Thesis: Econometric Analysis of Time-Varying Volatility in Financial Markets
PhD, 2017
Thesis: Identification of Fractionally Cointegrated VAR Models
PhD, 2017
Thesis: Econometric Modelling of Mortality and its Socio-Economic Differences
PhD, 2016
Thesis: Time-Varying Loadings in Factor Models: Theory and Applications
PhD, 2016
PhD, 2016
Thesis: Essays in Long Memory
PhD, 2016
PhD, 2016
Thesis: Essays in Spatial Econometrics
PhD, 2016
PhD, 2016
Thesis: Financial Frictions, Price Rigidities, and the Business Cycle
PhD, 2016
Thesis: Essays on Forecasting with Linear State-Space Systems
PhD, 2015
PhD, 2015
PhD, 2015
Thesis: "Lévy Semistationary Models with Applications in Energy Markets".
PhD, 2015
Thesis:"Estimation and Model Specification for Econometric Forecasting".
PhD, 2015
Thesis: Estimation of Continuous Time Models Driven by Lévy Processes
PhD, 2014
PhD, 2014
Thesis: Econometric Analysis of Volatility in Financial Additive Noise Models