Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
- 2014
SoFiE Financial Econometrics Summer School 2014
Pedersen, Rasmus Søndergaard (Participant)
28 Jul 2014 → 1 Aug 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
5th Lindau Meeting on Economic Sciences
Pedersen, Rasmus Søndergaard (Participant)
19 Aug 2014 → 23 Aug 2014Activity: Participating in an event - types › Organisation of and participation in conference
DGPE 2014
Pedersen, Rasmus Søndergaard (Speaker)
13 Nov 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
- 2015
11th BMRC-DEMS Conference
Pedersen, Rasmus Søndergaard (Speaker)
18 May 2015Activity: Participating in an event - types › Organisation of and participation in conference
Mathematical Foundations of Heavy Tailed Analysis
Pedersen, Rasmus Søndergaard (Participant)
23 Jun 2015 → 27 Jun 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
Statistical Methods for High-Frequency Data
Pedersen, Rasmus Søndergaard (Participant)
6 Jul 2015 → 10 Jul 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
Econometric Society World Congress 2015
Pedersen, Rasmus Søndergaard (Speaker)
17 Aug 2015 → 21 Aug 2015Activity: Participating in an event - types › Organisation of and participation in conference
NBER-NSF Time Series Conference 2015
Pedersen, Rasmus Søndergaard (Speaker)
26 Sep 2015Activity: Participating in an event - types › Organisation of and participation in conference
9th International Conference on Computational and Financial Econometrics (CFE 2015)
Pedersen, Rasmus Søndergaard (Speaker)
14 Dec 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
- 2016
Member of the program committee for the 2017 Vienna-Copenhagen Conference on Financial Econometrics (External organisation)
Pedersen, Rasmus Søndergaard (Member)
2016Activity: Membership types › Membership in review committee
ID: 40100909
Most downloads
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2334
downloads
Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Working paper › Research
Published -
104
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 -
98
downloads
Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
Published