| Decoupling the short- and long-term behavior of stochastic volatility M Bennedsen, A Lunde, MS Pakkanen Journal of Financial Econometrics, 1-46, 2021 | 171 | 2021 |
| Hybrid scheme for Brownian semistationary processes M Bennedsen, A Lunde, MS Pakkanen Finance and Stochastics 21, 931-965, 2017 | 158 | 2017 |
| A rough multi-factor model of electricity spot prices M Bennedsen Energy Economics 63, 301-313, 2017 | 40* | 2017 |
| Modeling, forecasting, and nowcasting US CO2 emissions using many macroeconomic predictors M Bennedsen, E Hillebrand, SJ Koopman Energy Economics 96, 105118, 2021 | 36 | 2021 |
| Trend analysis of the airborne fraction and sink rate of anthropogenically released CO2 M Bennedsen, E Hillebrand, SJ Koopman Biogeosciences 16 (18), 3651-3663, 2019 | 23 | 2019 |
| Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data M Bennedsen Econometric Reviews 39 (9), 875-903, 2020 | 16 | 2020 |
| Discretization of L\'evy semistationary processes with application to estimation M Bennedsen, A Lunde, MS Pakkanen arXiv preprint arXiv:1407.2754, 2014 | 14 | 2014 |
| A multivariate dynamic statistical model of the global carbon budget 1959–2020 M Bennedsen, E Hillebrand, SJ Koopman Journal of the Royal Statistical Society Series A: Statistics in Society 186 …, 2023 | 11 | 2023 |
| Inference and forecasting for continuous-time integer-valued trawl processes M Bennedsen, A Lunde, N Shephard, AED Veraart Journal of Econometrics 236 (2), 105476, 2023 | 9* | 2023 |
| A neural network approach to the environmental Kuznets curve M Bennedsen, E Hillebrand, S Jensen Energy Economics 126, 106985, 2023 | 5 | 2023 |
| The local fractional bootstrap M Bennedsen, U Hounyo, A Lunde, MS Pakkanen Scandinavian Journal of Statistics 46 (1), 329-359, 2019 | 5 | 2019 |
| Designing a statistical procedure for monitoring global carbon dioxide emissions M Bennedsen Climatic Change 166 (3-4), 32, 2021 | 4 | 2021 |
| Global temperature projections from a statistical energy balance model using multiple sources of historical data M Bennedsen, E Hillebrand, J Zhou Lykke Journal of Climate 36 (19), 6817-6838, 2023 | 3 | 2023 |
| On the evidence of a trend in the CO2 airborne fraction M Bennedsen, E Hillebrand, SJ Koopman Nature 616 (7956), E1-E3, 2023 | 3 | 2023 |
| Rough continuous-time processes: Theory and applications M Bennedsen Institut for Økonomi, Aarhus Universitet, 2017 | 3 | 2017 |
| Estimating Breakpoints between Climate States in Paleoclimate Data M Bennedsen, E Hillebrand, SJ Koopman, KB Larsen arXiv preprint arXiv:2404.08336, 2024 | | 2024 |
| Continuous-time state-space methods for delta-O-18 and delta-C-13 M Bennedsen, E Hillebrand, SJ Koopman, KB Larsen arXiv preprint arXiv:2404.05401, 2024 | | 2024 |
| Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility M Bennedsen, K Christensen, P Christensen arXiv preprint arXiv:2403.12653, 2024 | | 2024 |
| Estimating Breakpoints between Climate States in Paleoclimate Data K Larsen, M Bennedsen, E Hillebrand, SJ Koopman EGU24, 2024 | | 2024 |
| Continuous-time state-space time series models for delta-O-18 and delta-C-13 E Hillebrand, M Bennedsen, K Larsen, SJ Koopman EGU24, 2024 | | 2024 |
Asger LundePartner, Copenhagen EconomicsПотвърден имейл адрес: copenhageneconomics.com
