Department of Mathematical Sciences
University of Copenhagen
Universitetsparken
5
DK-2100 Copenhagen OE
Denmark DK-2100 Copenhagen OE
Email : rahbek @ math.ku.dk
Phone: (+45) 35320682
Multivariate and univariate time series analysis. Including the areas of non-linear time series, cointegration, GARCH and volatility modelling.
Publications link (to be updated)
Teaching (link to be updated)
May 2007