Employment and Affiliations

• Assistant Professor for Financial Statistics (since August 2011)

• International Research Fellow at
  Center for Research in Econometric Analysis of Time Series (CREATES)
  Aarhus University (since September 2011)

Work Experience and Education

• Post-Doctoral Researcher at CREATES (August 2008 - July 2011)

• Doctor in Economics (PhD), Leibniz University of Hannover (April 2006 - July 2008)

• Diploma (M.A.) in Economics, University of Bonn (October 2001 - March 2006)

• Time Series Econometrics

• Empirical Finance

• International Economics

Haldrup, N., Kruse, R., Teräsvirta, T. and Varneskov, R.: Unit roots, structural breaks, and non-linearities, in: N. Hashimzade and M. Thornton, Eds., Handbook on Empirical Macroeconomics. Handbook of Research Methods and Applications series, Edward Elgar Publishing Ltd. (2013), 61 - 94 (download)

The Power of Unit Root Tests Against Nonlinear Local Alternatives, with Matei Demetrescu,
Journal of Time Series Analysis, 34, 40 - 61 (link)

Testing for a rational bubble under long memory, with Michael Frömmel, Quantitative Finance, 12, 1723 - 1723 (link)

Testing for a break in persistence under long-range dependencies (2009), with Philipp Sibbertsen, Journal of Time Series Analysis, 30, 263-285  (link)

• Applied Econometrics (Empirische Wirtschaftsforschung) (77006 PhD)
  Info

• Statistical Methods in Finance (173390/174093 MSc)
• Statistics for Engineers (70140)