Frederik Vilandt Rasmussen

Frederik Vilandt Rasmussen is a Researcher at the Department of Economics, University of Copenhagen, located at Øster Farimagsgade 5, Building 26, Copenhagen K. His institutional affiliation centers on econometric research within one of Europe's leading economics departments.

His research specialization focuses on advanced econometric modeling, particularly Autoregressive Conditional Duration (ACD) frameworks for analyzing irregularly spaced financial transaction data. Key interests include tail behavior properties, likelihood-based estimation methodologies, and statistical inference for high-frequency financial time series.

Recent publications in Econometrica (2025) and the Journal of Econometrics (2024) demonstrate expertise in refining ACD model specifications and addressing estimation challenges. This work contributes to financial econometrics by improving volatility modeling and transaction-level data analysis for capital markets.

No scientific awards, student advising relationships, or research grants are documented in the available institutional records.