Theis Lange

Theis Lange

Head of Department, Professor


  1. 2006
  2. Published

    An Introduction to Regime Switching Time Series Models

    Lange, Theis & Rahbek, Anders, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-16.

    Research output: Working paperResearch

  3. Published

    Estimation and Asymptotic Inference in the First Order AR-ARCH Model

    Lange, Theis, Rahbek, Anders & Jensen, S. T., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-23.

    Research output: Working paperResearch

  4. 2008
  5. Published

    Asymptotic Theory in Financial Time Series Models with Conditional Heteroscedasticity

    Lange, Theis, 2008, Museum Tusculanum. 128 p.

    Research output: Book/ReportPh.D. thesis

  6. 2009
  7. Published

    An Introduction to Regime Switching Time Series Models

    Lange, Theis & Rahbek, Anders, 2009, Handbook of Financial Time Series. Andersen, T. G., Davis, R. A., Kreiss, J. P. & Mikosch, T. (eds.). Springer, p. 871-888 18 p.

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

  8. 2010
  9. Published

    Metformin treatment is associated with a low risk of mortality in diabetic patients with heart failure: a retrospective nationwide cohort study

    Andersson, C., Olesen, J., Hansen, P., Weeke, P., Nørgaard, M., Jørgensen, C., Lange, Theis, Abildstrøm, S. Z., Schramm, T., Vaag, Allan, Køber, Lars Valeur, Torp-Pedersen, Christian & Gislason, Gunnar Hilmar, 2010, In: Diabetologia. 53, 12, p. 2546-2553 8 p.

    Research output: Contribution to journalJournal articlepeer-review

  10. Published

    On convergence of the QMLE for misspecified GARCH models

    Tolver, Anders & Lange, Theis, 2010, In: Journal of Time Series Econometrics. 2, 1, 29 p.

    Research output: Contribution to journalJournal articlepeer-review

  11. 2011
  12. Published

    Direct and Indirect Effects in a Survival Context

    Lange, Theis & Hansen, J., 2011, In: Epidemiology. 22, 4, p. 575-581

    Research output: Contribution to journalJournal articlepeer-review

  13. Published

    Performance on Wechsler intelligence scales in children with Tourette syndrome

    Debes, N., Lange, Theis, Jessen, T., Hjalgrim, H. & Skov, L., 2011, In: European Journal of Paediatric Neurology. 15, 2, p. 146-154 9 p.

    Research output: Contribution to journalJournal articlepeer-review

  14. Published

    Some Econometric Results for the Blanchard-Watson Bubble Model

    Johansen, Søren & Lange, Theis, 2011, Department of Economics, University of Copenhagen, 9 p.

    Research output: Working paperResearch

  15. Published

    Tail behavior and OLS based robust inference in AR-GARCH models

    Lange, Theis, 2011, In: Statistica Sinica. 21, 3, p. 1191-1200 10 p.

    Research output: Contribution to journalJournal articlepeer-review

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