Mikkel Bennedsen
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| To be or not to be: roughness or long memory in volatility? Journal of Econometrics | 2026-04-14 | Paper |
| A multivariate dynamic statistical model of the global carbon budget 1959--2020 Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-06-04 | Paper |
| Hybrid scheme for Brownian semistationary processes | 2025-02-11 | Paper |
| Inference and forecasting for continuous-time integer-valued trawl processes Journal of Econometrics | 2023-09-28 | Paper |
| Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data Econometric Reviews | 2022-03-04 | Paper |
| The local fractional bootstrap Scandinavian Journal of Statistics | 2019-03-21 | Paper |
| The local fractional bootstrap Scandinavian Journal of Statistics | 2019-03-21 | Paper |
| Hybrid scheme for Brownian semistationary processes Finance and Stochastics | 2017-10-23 | Paper |
Research outcomes over time
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