Department of Mathematics

• Published

  Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Accepted/In press

  A limit theorem for a class of stationary increments Levy moving average process with multiple singularities

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Published

  Review of the book "Mod-phi Convergence. Normality Zones and Precise Deviations"

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Review › Communication

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• Scandinavian Journal of Statistics (Journal)

  Activity: Peer-review and editorial work › Editor of Research journal › Research

• Bernoulli (Journal)

  Activity: Peer-review and editorial work › Editor of Research journal › Research

• Journal of Econometrics (Journal)

  Activity: Peer-review and editorial work › Editor of Research journal › Research

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• Co-investigator of the research project "Identifying the structure of volatility in financial markets using ultra high-frequency data" DFF-4182-00050 (3.622.140 DKK)

  Prize: Prizes, scholarships, distinctions

• Project leader of "Ambit fields: Probabilistic properties and statistical inference" funded by Villum Fonden (11.227.277 DKK)

  Prize: Prizes, scholarships, distinctions

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