Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
- Participation in workshop, seminar, course
Vienna-Copenhagen Conference on Financial Econometrics 2017
Pedersen, Rasmus Søndergaard (Participant)
9 Mar 2017 → 11 Mar 2017Activity: Participating in an event - types › Participation in workshop, seminar, course
Workshop on Time Series Analysis
Pedersen, Rasmus Søndergaard (Participant)
13 Feb 2017Activity: Participating in an event - types › Participation in workshop, seminar, course
- Lecture and oral contribution
Time Series Econometrics Seminar at University of Helsinki
Pedersen, Rasmus Søndergaard (Speaker)
5 Mar 2018Activity: Talk or presentation types › Lecture and oral contribution
- Membership in research network
SoFiE - The Society for Financial Econometrics (External organisation)
Pedersen, Rasmus Søndergaard (Member)
5 Apr 2014Activity: Membership types › Membership in research network
The Econometric Society (External organisation)
Pedersen, Rasmus Søndergaard (Member)
18 Jan 2013 → …Activity: Membership types › Membership in research network
- Membership in review committee
28th (EC)^2 on Time-varying Parameter Models (Event)
Pedersen, Rasmus Søndergaard (Member)
2017Activity: Membership types › Membership in review committee
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
- Other (prizes, external teaching and other activities) - Period visiting other institutions
Visiting Researcher
Pedersen, Rasmus Søndergaard (Participant)
6 Jan 2014 → 30 Jun 2014Activity: Other activity types › Other (prizes, external teaching and other activities) - Period visiting other institutions
ID: 40100909
Most downloads
-
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