Rasmus Søndergaard Pedersen

Associate Professor

Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
- rsp@econ.ku.dk
- https://www.econ.ku.dk
Phone: +4535323074

Member of:

ORCID: 0000-0002-5137-6003

Faculty of Social Sciences - Time series econometrics, econometric theory, Financial Econometrics, multivariate models for time series, GARCH

ID: 40100909

2380 downloads
Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Working paper › Research
Published
124 downloads
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
Published
115 downloads
Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
Published