Rasmus Tangsgaard Varneskov
Professor
Department of Finance
Copenhagen Business Academy
Denmark
Biography
Dr. Rasmus Tangsgaard Varneskov is affiliated to Department of Finance, Copenhagen Business School, where Dr. Rasmus Tangsgaard Varneskov is currently working as Associate Professor. Dr. Rasmus Tangsgaard Varneskov has numerous publications within the specialty and published in reputed national and international peer-reviewed journals. Dr. Rasmus Tangsgaard Varneskov is actively associated with different national and international societies and academies. Dr. Rasmus Tangsgaard Varneskov gain recognition among the honourable subject experts with the contributions made. Dr. Rasmus Tangsgaard Varneskov is been appreciated by several reputed awards and funding support. Dr. Rasmus Tangsgaard Varneskov major research interest is in studies related to High-Dimensional Statistics.
Research Interest
High-Dimensional Statistics
Publications
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Hounyo, U. and Varneskov, R. T. (2017), "A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation", Journal of Econometrics, 198(1), 10-28.
