Theis Lange

Theis Lange

Associate Professor

Born: 22nd of February 1978

Education:

2008
Ph.D. Mathematical Statistics, University of Copenhagen (Thesis: “Asymptotic Theory in Financial Time Series Models with Conditional Heteroscedasticity”).

2005

M.Sc. Mathematics and Economics, University of Copenhagen (Thesis: “Likelihood Based Inference in the AR-ARCH Model”). 

2004

M.Sc. Econometrics and Mathematical Economics with Distinction at London School of Economics (Thesis: “Consumption, Aggregated Wealth, and Expected Stock Returns in the UK”). 

2002
Bachelor (B.Sc.), Mathematics and Economics, University of Copenhagen (Thesis: “Modeling the Real Exchange Rate Using Threshold Autoregressive Models”).

 

Employment

2009 - present
Assistant Professor at the Department of Biostatistics, University of Copenhagen.

2008 – 09
Post.doc at the Department of Economics, University of Copenhagen. 

2008 – 09
Post.doc. at Center for Research in Econometric Analysis of Time Series (CREATES), University of Aarhus. 

2006 – 09
Part time consultant for an upstart IT company, which provides business consulting.

2005 – 08
Ph.D. student at the University of Copenhagen. Main research interest multivariate volatility modeling.

2004
Research Assistant at the consultancy firm London Economics.

 

Review activity

Biometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Oxford Bulletin of Economics and Statistics, Scandinavian Journal of Statistics, Statistica Sinica, Statistics in Medicine, Stochastic Processes and their Applications, The Manchester School. The R Journal

Langue Skills
Danish (native), English (fluent).

Computer Experience (selected references only)
Office (advanced user).
Programming experience with C++, Ox, and R.
The statistical packages SPSS, SAS, R, GiveWin, and PcGive.

 

Langue Skills

                        Danish (native).

                        English (fluent).

Computer Experience (selected references only)

                        Office (advanced user).

                        Programming experience with C++, Ox, and R.

                        The statistical packages SPSS, SAS, R, GiveWin, and PcGive.

Knowledge of languages

Danish (native), English (fluent).

Education

Ph.D. Department of Mathematical Sciences, University of Copenhagen, 2008

ID: 13745