Rasmus Søndergaard Pedersen

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Most downloads

1. 2334 downloads

   Published

   Targeting estimation of CCC-GARCH models with infinite fourth moments

   Research output: Working paper › Research

2. 104 downloads

   Published

   Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

   Research output: Contribution to journal › Journal article › Research › peer-review

3. 98 downloads

   Published

   Robust inference in conditionally heteroskedastic autoregressions

   Research output: Contribution to journal › Journal article › Research › peer-review

4. 39 downloads

   Published

   Characterization of the tail behavior of a class of BEKK processes: A stochastic recurrence equation approach

   Research output: Contribution to journal › Journal article › Research › peer-review

5. 11 downloads

   Published

   Dynamic Conditional Eigenvalue GARCH

   Research output: Contribution to journal › Journal article › Research › peer-review