Department of Economics and Business Economics

Rasmus T. Varneskov

PhD Student

Profile photoRasmus T. Varneskov
Forskeruddannelsen - Postgraduate Studies
Bartholins Allé 8, 1327, 224
8000, Aarhus C
Denmark
E-mail: rvarneskov@creates.au.dk
Phone: 87165263

Personal Information

Date of birth: 03/08/1987.
Place of birth: Vejle, Denmark.
Citizenship: Danish.

Education

Ph.D. Economics and Management, Aarhus University. 08/2010 - 08/2014 (expected)
- Concentrations: Econometrics, Finance, Statistics.
- Working thesis title: "On Volatility Estimation and Forecasting in Financial Additive Noise Models."
- Advisor: Professor Bent Jesper Christensen.

Academic Visitorships. 08/2012 - 06/2013
- University of Oxford, visiting Professor Neil Shephard (08/2012-01/2013).
- Boston University, visiting Professor Pierre Perron (04/2013-05/2013).

M.Sc. Quantitative Economics (cand.oecon., IMSQE), Aarhus University. 09/2009 - 08/2011
- Concentrations: Econometrics, Finance, Macroeconomics.

Visiting Student, Boston University. 09/2010 - 12/2010
- Department of Economics. Local Contact: Professor Pierre Perron.

B.Sc. Economics and Management (bach.oecon.), Aarhus University. 09/2006 - 06/2009
- Concentrations: Econometrics, Finance, Macroeconomics.

Teaching Experience

Lecturer, Aarhus University. 01/2012 - 08/2012
- Financial Market Volatility (M.Sc. Econ.), Spring 2012.
- Financial Market Volatility in Continuous Time (M.Sc. Econ.), Spring 2012.

Teaching Assistant, Aarhus University. 08/2009 - 06/2011
- Introductory Statistics and IT (B.Sc. Econ., 1st year), Fall 2009.
- Regression Analysis (B.Sc. Econ., 2nd year), Spring 2010, Spring 2011.
- Survey and Analysis of Qualitative Data (B.Sc. Econ., 2nd year), Spring 2011.

Teaching Assistant, Aarhus School of Business, Aarhus University. 08/2009 - 06/2010
- Quantitative Research Methods (B.Sc. Business, 2nd year), Fall 2009.
- Econometric Methods (B.Sc. Business, 2nd year), Spring 2010.

Academic and Professional Experience

Researcher, CREATES.1 09/2009 - present
- Ph.D. Research Fellow (09/2010 - present).
- Junior Research Fellow (09/2009 - 09/2010).

Summer Intern, Copenhagen Economics. 07/2013 - 09/2013
- Description: Worked as a full-time economic consultant on three different projects.

Research Assistant, for Professor Bent Jesper Christensen, Aarhus University. 06/2010 - 02/2011
- Project: "Dynamic Global Currency Hedging."
- Description: Analysis of whether currency betas can produce dynamic hedging of stock market risk.

Project Manager, Boligbeton A/S. 05/2007 - 02/2008
- Project: "Piece Work Contracts: Now and Onwards."
- Description: Analysis on the firm’s contract and accounting system (in Danish).

Other Experience

Board Member, Aarhus University Ph.D. Association. 05/2012 - present

Nominated Member, Aarhus University Forum for Talent Development. 03/2012 - present

Elite youth football player, Vejle Boldklub. 12/2001 - 12/2005