Welcome to my website!
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.
Finance and financial econometrics, including volatility modeling, term structure modeling, empirical asset pricing and econometric theory.
Curriculum vitae: CV
Spectral Targeting Estimation of Eigenvalue GARCH models, July 2020, submitted.
Work in progress:
Missing observations in GARCH models