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Mikkel Bennedsen

3 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • stat.AP2
  • econ.GN1
ORCID 0000-0001-8040-1442
same name
  • Mikkel Bennedsen — 2 papers, h 10

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedDiscretization of Lévy semistationary processes with application to estimation

10 citations · 10 across the 3 of their papers we have counts for

collaborators

3 papers

stat.AP2024

A Statistical Reduced Complexity Climate Model for Probabilistic Analyses and Projections

Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman

We propose a new statistical reduced complexity climate model. The centerpiece of the model consists of a set of physical equations for the global climate system which we show how…

econ.GN2024

Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year

Mikkel Bennedsen

Is emotional well-being monotonically increasing in the level of income or does it reach a plateau at some income threshold, whereafter additional income does not contribute to fur…

stat.AP2014★ 10 cited

Discretization of Lévy semistationary processes with application to estimation

Mikkel Bennedsen, Asger Lunde, Mikko S. Pakkanen

Motivated by the construction of the Itô stochastic integral, we consider a step function method to discretize and simulate volatility modulated Lévy semistationary processes. More…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.