CV for download (incl. list of publications, March 2019): pdf.


  • Department of Economics, University of Copenhagen: Assistant Professor 2002–2003
  • Department of Natural Sciences, Faculty of Life Sciences, University of Copenhagen: Associate Professor 2005-2008, Assistant Professor 2003–2005
  • Department of Mathematical Sciences, University of Copenhagen: Professor since 2013, Associate Professor 2008–2013


  • BSc in Mathematics-Economics, University of Copenhagen, 1993
  • MSc in Statistics, University of Copenhagen 1997
  • PhD in Statistics, University of Copenhagen, 2000. Thesis title: Inference for Diffusion Processes and Stochastic Volatility Models