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

Thesis: Use of Machine Learning in Climate Econometrics

PhD, 2021

Thesis: VIX assets: Applications and implications  

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

Thesis: Returns, Dividends, and Optimal Portfolios

PhD, 2016

Thesis: Essays in Long Memory

PhD, 2016

Thesis: On Factor Analysis with Long-Range Dependence

PhD, 2016

Thesis: Essays in Spatial Econometrics

PhD, 2016

Thesis: Methods and Applications to DSGE Models

PhD, 2016

Thesis: Financial Frictions, Price Rigidities, and the Business Cycle

PhD, 2016

Thesis: Essays on Forecasting with Linear State-Space Systems

PhD, 2015

Thesis: Business Cycles and Expected Returns

PhD, 2015

Thesis: Dynamic Models of the Housing Market

PhD, 2015

Thesis: "Lévy Semistationary Models with Applications in Energy Markets".

PhD, 2015

Thesis: "Solution Methods and Inference in Continuous-Time Dynamic Equilibrium Economies"

PhD, 2015

Thesis:"Realizing Conditional Distributions and Coherence Across Financial Asset Classes". 

PhD, 2015

Thesis:"Estimation and Model Specification for Econometric Forecasting".

PhD, 2015

Thesis: Estimation of Continuous Time Models Driven by Lévy Processes

PhD, 2014

Thesis: Forecasting Based on Unobserved Variables

PhD, 2014

Thesis: Essays in Applied Bayesian Particle and Markov Chain Monte Carlo Techniques in Time Series Econometrics

PhD, 2014

Thesis: Econometric Analysis of Volatility in Financial Additive Noise Models

• PhD, 2013
• Thesis: Aspects of News in Financial Markets

• PhD, 2012
• Thesis: From Determinants of Low Birthweight to Factor-Based Macroeconomic Forecasting

• PhD, 2012
• Thesis: "Essays on Heterogeneous Beliefs, Public Information, and Asset Pricing"
• Current position: Southwestern University of Finance and Economics (SWUFE)
• Contact information: qzjqcw@hotmail.com

• PhD, 2012
• Thesis: Essays on Financial Econometrics and Derivatives Pricing

• PhD, 2012
• Thesis: Modelling Nonlinear Vector Economic Time Series

• PhD, 2012
• Thesis: Large Panels and High-dimensional Vector Autoregressive Models
  

• PhD, 2011
• Thesis: Forecasting and Oracle Efficient Econometrics
• Current position: Postdoc at CREATES
• Contact information: akock@creates.au.dk

• PhD, 2011
• Thesis: Quantile Regression: Three Econometric Studies

• PhD, 2011
• Thesis: The Game of Risk

• PhD, 2010
• Thesis: Return Predictability and Dynamic Asset Allocation
• Current position: Assistant Professor at CREATES
• Contact information: tqpedersen@creates.au.dk

• PhD, 2010
• Thesis: Essays on Dynamic Interest Rate Models and Tests for Jumps in Asset Prices

• PhD, 2010
• Thesis: Essays in Electricity Market Modeling

• PhD, 2010
• Thesis: Essays in Financial Econometrics

• PhD, 2010 (Aarhus School of Business)
• Thesis: Macro Factors, Monetary Policy Analysis and Affine Term Structure Models

• PhD, 2009
• Thesis: Essays on Dynamic Asset Allocation and Electricity Derivatives
• Current position: Analyst at Danske Markets
• Contact information: rmolgaard@gmail.com

• PhD, 2009
• Thesis: On the Estimation of Fractionally Integrated Processes
• Contact information: fnielsen03@gmail.com
• Junior Fellow at CREATES

• PhD, 2009 (Aarhus School of Business)
• Thesis: Habit Persistence, Consumption Based Asset Pricing, and Time-Varying Expected Returns
• Current position: Associate Professor at Department of Economics, Aarhus University
• Contact information: svm@asb.dk
• Research Fellow at CREATES

• PhD, 2009
• Thesis: DSGE Models and Term Structure Models with Macroeconomic Variables

• PhD, 2008
• Thesis: Essays on Empirical Corporate Finance - Managerial Incentives, Information Disclosure, and Bond Covenants

• PhD, 2008
• Thesis: Essays on Econometric Analysis of Price and Volatility Behavior in Asset Markets

• PhD, 2008
• Thesis: Libor Market Models - Theory and Applications
• Current position: Assistant Professor, Department of Economics and Business, Aarhus University
• Contact information: davids@asb.dk
• Research Fellow at CREATES

• PhD, 2008 (University of Copenhagen)
• Thesis: Asymptotic Theory in Financial Time Series Models with Conditional Heteroscedasticity
• Current position: Assistant professor, Department of Biostatistics, Institute of Public Health, University of Copenhagen
• Contact information: t.lange@biostat.ku.dk