Jonas Andersson

 

E-mail:

Jonas.Andersson@nhh.no

Telephone:

+47 55 95 96 81

Fax:

+47 55 95 96 47

Title:

Professor, Fil. Dr., Uppsala University 1999

Date of birth:

26.12.71

Nationality:

Swedish

Teaching languages:

Swedish, English


Teaching areas:
  • Statistics

Research areas:
  • Statistical Modelling

  • Time Series Analysis

Publications:

In Swedish or Norwegian:

Research reports, conference papers and unpublished manuscripts:

PhD thesis:
  • Essays on financial time series models: Stochastic volatility and long memory. PhD. Thesis, Department of Information Science, Division of Statistics, Uppsala University, 1999.


Visiting Scholar:
  • Institut für Matematische Stochastik, Albert-Ludvig Universität Freiburg, August 2002 - June 2003.

  • School of Economics, University of Nottingham, January 2002 - March 2002.

  • School of Economics, University of Nottingham, September 1998 - March 1999.


Involvements:
  • Referee for Journal of Business & Economic Statistics, Journal of Empirical Finance, Scandinavian Journal of Statistics, Econometrics Journal, International Journal of Forecasting, Empirical Economics, Computational Statistics and Data Analysis, Review of Finance, Journal of the American Statistical Association, New Mathematics and Natural Computation, Quality Technology and Quantitative Management, Journal of Risk and Insurance, Portuguese Economic Journal, Journal of Time Series Analysis and Journal of Energy Markets.