Rasmus T. Varneskov

    • Denmark

    20182020

    Research output per year

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    Research Output

    Frequency Dependent Risk

    Neuhierl, A. & Varneskov, R. T., 2020. 52 p.

    Research output: Contribution to conferencePaperResearchpeer-review

    Open Access

    Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach

    Hounyo, U. & Varneskov, R. T., Mar 2020, In : Journal of Econometrics. 215, 1, p. 1-34 34 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

    Frequency Dependent Risk

    Neuhierl, A. & Varneskov, R. T., 2019. 50 p.

    Research output: Contribution to conferencePaperResearchpeer-review

    Open Access

    Inference for Option Panels in PURE-Jump Settings

    Andersen, T. G., Fusari, N., Todorov, V. & Varneskov, R. T., Oct 2019, In : Econometric Theory. 35, 5, p. 901-942 42 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

    Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span

    Andersen, T. G., Fusari, N., Todorov, V. & Varneskov, R. T., Sep 2019, In : Journal of Econometrics. 212, 1, p. 4-25 22 p.

    Research output: Contribution to journalJournal articleResearchpeer-review