Rasmus T. Varneskov

Available identifiers

zbMath Open varneskov.rasmus-tMaRDI QIDQ2043265

List of research outcomes

Publication	Date of Publication	Type
CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS	2022-12-23	Paper
Testing for parameter instability and structural change in persistent predictive regressions	2022-12-14	Paper
Consistent inference for predictive regressions in persistent economic systems	2021-07-30	Paper
Spatial dependence in option observation errors	2021-06-11	Paper
Inference for local distributions at high sampling frequencies: a bootstrap approach	2020-02-17	Paper
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation	2020-02-11	Paper
Inference for option panels in pure-jump settings	2019-11-18	Paper
Unified inference for nonlinear factor models from panels with fixed and large time span	2019-09-02	Paper
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns	2018-11-14	Paper

Research outcomes over time

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