معرفی
Anders Rahbek is a Professor at the Department of Economics, Faculty of Social Sciences, University of Copenhagen. He has held this position since 2007 and has also served as a visiting Professor at Oxford University during Hilary Terms 2011-2012. His academic career at the University of Copenhagen spans from Assistant Professor (1996-1999) to Associate Professor (1999-2007) and finally to Professor (2007-present).
Education:
- PhD in Econometrics, Institute of Mathematical Sciences (IMF), University of Copenhagen, 1996
- Cand.Scient.Oecon (M.Phil), Mathematics and Economics, IMF, 1992
- MSc in Econometrics, London School of Economics, 1991
- MA in Mathematics, University of Pennsylvania, 1988
Professor Rahbek's research focuses on financial econometrics and time series analysis, with particular expertise in bootstrap methods, GARCH and volatility modeling, cointegration analysis, duration modeling, and count models. His work bridges theoretical econometrics with practical applications in financial and macroeconomic data analysis. He has developed innovative approaches for analyzing time series with time-varying volatility and has made significant contributions to bootstrap methodology in econometrics.
His recent publications (2020-2025) demonstrate a continued focus on boundary problems in statistical testing, bootstrap methodology for complex time series models, and applications to financial volatility modeling. Key themes include GARCH-X models, cointegration in high-dimensional settings, Hawkes processes, and threshold autoregressions. His work often involves collaboration with leading econometricians like Giuseppe Cavaliere, Heino Bohn Nielsen, and Rasmus S. Pedersen.
Scientific Awards:
- NYKREDIT RESEARCH AWARD (2014)
- Research Prize 2012: Reinholdt W. Jorck and Wife's Foundation (2012)
Professor Rahbek has secured significant research funding as Principal Investigator, including multiple DFF-Advanced Grants (2012-2026) focusing on bootstrap methods and duration models in econometrics. He serves as Associate Editor for Econometric Theory and has previously held editorial positions at Econometrics Journal, Scandinavian Journal of Statistics, and Journal of Time Series Analysis. His Google Scholar h-index stands at 30 (as of December 2023).
He is actively involved in international research networks, having initiated the Econometric Time Series European Research Network (ETSERN) in 2008. His teaching includes Financial Econometrics, Advanced Econometrics, and introductory Econometrics courses, with focus on volatility models, cointegration, and likelihood-based methods.
