Rasmus Tangs­gaard Varneskov

Rasmus Varneskov is a Professor of Statistics and Financial Econometrics. Moreover, he is employed by Alphadyne Asset Management. His research interests span a variety of areas in time series and financial econometrics, asset pricing and financial economics. He has published in leading academic journals such as Journal of Econometrics, Journal of Financial Economics, Journal of Business and Economic Statistics and Quantitative Economics. He received the Econometric Theory Multa Scripsit award in 2023.  Before joining CBS, Rasmus was a postdoctoral researcher in Finance at Northwestern University's Kellogg School of Management.