Scholar

Anders Rahbek

Google Scholar ID: DagkYzIAAAAJ

Professor, University of Copenhagen

EconometricsTime seriesGARCHCointegrationBootstrap

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Citations & Impact

All-time

Citations

4,060

H-index

32

i10-index

53

Publications

20

Co-authors

0

Contact

No contact links provided.

Publications

3 items

Bootstrap inference in autoregressive duration models

2026

Cited

0

Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems

2025

Cited

0

Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations

2025

Cited

0

Resume (English only)

Co-authors

0 total

Co-authors: 0 (list not available)