Simon Hetland

Welcome to my website!

I am a PhD fellow at the Department of Economics, at the University of Copenhagen (UCPH). My advisors are Professor Anders Rahbek and Associate Professor Rasmus S√łndergaard Pedersen.

Prior to my graduate studies, I completed my bachelor's and master's degrees at UCPH (2012-2018). In the academic year 2016-2017 I visited the Economics Department at Cornell University as a non-degree visiting graduate student, and I spent the fall of 2019 at Imperial College Business School where I visited Professor Paolo Zaffaroni at the Department of Finance.

Research Interests:

  • Finance and financial econometrics, including volatility modeling, term structure modeling, empirical asset pricing and econometric theory.

Curriculum vitae: CV

Publication:

Working paper:

Work in progress:

  • Stepwise variance targeting estimation of Orthogonal GARCH models.