Former PhD Students

Bolko, Anine Eg

PhD, 2021

Thesis: Modelling and Forecasting Fractional Volatility

Nielsen, Ole Linnemann

PhD, 2020

Thesis: Essays on Institutional Investing

Mühlbach, Nicolaj

PhD, 2020

Thesis: Essays in Applied Econometrics and Causal Machine Learning

Thimsen, Christoffer

PhD, 2020

Thesis: Essays on Accounting, Banking and Finance

Steffensen, Sigurd A.M.

PhD, 2020

Thesis: Expected Returns and the Money Market.

Liengaard, Benjamin

PhD, 2020

Thesis: Advances in PLS-SEM: Fresh Insights and Illustrations.

Hansen, Jorge W.

PhD, 2020

Thesis: Essays on Dynamic Term Structure Models

Norén, Vicke

PhD, 2020

Thesis: Essays on Household and Sustainable Finance

Lindén, Erik

PhD, 2019

Thesis: Competition Economics and Damage Estimation - Empirical Theory and Practice.

Jensen, Thomas Mogensbjerg

PhD, 2019

Thesis: Essays on Dynamic Term Structure Models.

Borup, Daniel

PhD, 2019

Thesis: Econometric Modeling and Forecasting in Financial Markets.

Thyrsgaard, Martin

PhD, 2019

Thesis: Intraday Phenomena i Financial Markets.

Bodilsen, Simon

PhD, 2019

Thesis: How high-frequency data benefits volatility modeling.

Dang, Mads Whoa-Dang

PhD, 2019

Thesis: Estimating the markup in the New Keynesian Model.

Zeng, Ye

PhD, 2019

Thesis: Data-driven sample split and out-of-sample tests.

Leong, Wei Ruen

PhD, 2019

Thesis: GARCH at Small Sample Sizes: Remedies and Applications.

Schütte, Erik Christian Montes

PhD, 2018

Thesis: Asset Mispricing and Forecasting.

Mirone, Giorgio

PhD, 2018

Thesis: Measurement, assessment, and forecast of integrated variance

Acosta, Silvana

PhD, 2018

Thesis: Econometric Analysis of Spot Variances, Covariances and Correlations

Jørgensen, Kasper

PhD, 2018

Thesis: Bond Risk Premia and the Macroeconomy

Turatti, Douglas Eduardo

PhD, 2018

Thesis: Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility

Jakobsen, Johan Stax

PhD, 2018

Thesis: Modeling Financial Market Volatility: A Macro-Finance Perspective

Knapik, Oskar

PhD, 2017

Thesis: Econometric Modelling and Forecasting of Electricity Prices

Bennedsen, Mikkel

PhD, 2017

Thesis: Rough Volatility: Theory and Applications

Laursen, Bo

PhD, 2017

Thesis: Econometric Analysis of Time-Varying Volatility in Financial Markets

Carlini, Federico

Mikkelsen, Jakob Guldbæk

Jensen, Magnus David Sander

Vera-Valdés, J. Eduardo

PhD, 2016

Thesis: Essays in Long Memory

Rodriguez-Caballero, Carlos Vladimir

Abate, Girum

Kronborg, Anders

Boldrini, Lorenzo

Eriksen, Jonas Nygaard

Hviid, Simon Juul

Lukas, Manuel Sebatian

Hansen, Niels Strange

Varneskov, Rasmus Tangsgaard

Hansen, Martin Klint

Qin, Zhenjiang

Kock, Anders Bredahl

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

Bache, Stefan Holst

Bach, Christian

Pedersen, Thomas Quistgaard

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

Hansen, Eske Stig

Tsiaras, Leonidas

  • PhD, 2010
  • Thesis: Essays in Financial Econometrics

Bork, Lasse

Mølgaard, Rune

Nielsen, Frank Steen

Møller, Stig Vinther

Andreasen, Martin Møller

Skovmand, David

Lange, Theis

  • 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