Rasmus T. Varneskov

Rasmus T. Varneskov is a Professor in the Department of Finance at Copenhagen Business School, Denmark, with an active research profile evidenced by publications through 2025. His work bridges theoretical econometrics and financial applications, focusing on methodological innovations for market volatility and return prediction.

Research interests include:

• Econometrics
• Financial Economics
• Time Series Analysis
• Volatility Modeling
• Asset Pricing
• Structural Change

His recent publications (2022-2025) reveal a concentrated focus on bootstrap techniques for volatility estimation and robust inference in predictive regressions. Key contributions address challenges in high-frequency financial data, Laplace transforms for volatility metrics, and handling persistent autoregressive processes with structural breaks, primarily through advanced statistical modeling.

Scientific Awards: No awards, fellowships, or medals are documented in the provided text.

Advising: Varneskov has supervised 5 works (likely graduate theses), though student names and grant funding specifics are absent. His mentorship activity aligns with his role as a research-active faculty member in econometrics.