Scholar
Anders Rahbek
Google Scholar ID: DagkYzIAAAAJ
Professor, University of Copenhagen
Econometrics
Time series
GARCH
Cointegration
Bootstrap
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Citations & Impact
All-time
Citations
4,060
H-index
32
i10-index
53
Publications
20
Co-authors
0
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
