Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
- Organisation of and participation in conference
Recent Developments for Bootstrap Methods in Time Series Data
Pedersen, Rasmus Søndergaard (Participant)
8 Sep 2013 → 10 Sep 2013Activity: Participating in an event - types › Organisation of and participation in conference
- Participation in workshop, seminar, course
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
CIBS Conference: The Economics of Post-Factual Democracy
Pedersen, Rasmus Søndergaard (Participant)
9 Feb 2017Activity: Participating in an event - types › Participation in workshop, seminar, course
DGPE 2014
Pedersen, Rasmus Søndergaard (Speaker)
13 Nov 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
DGPE annual workshop 2012
Pedersen, Rasmus Søndergaard (Participant)
15 Nov 2012 → 16 Nov 2012Activity: Participating in an event - types › Participation in workshop, seminar, course
Empirical Finance
Pedersen, Rasmus Søndergaard (Participant)
Jan 2014 → Mar 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Forecasting Methods in Economics and Finance
Pedersen, Rasmus Søndergaard (Participant)
22 Aug 2012 → 24 Aug 2012Activity: Participating in an event - types › Participation in workshop, seminar, course
Inaugural workshop of the CFM-Imperial Institute of Quantitative Finance
Pedersen, Rasmus Søndergaard (Participant)
27 Feb 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
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
New measures and tests for dependence and other time series characteristics
Pedersen, Rasmus Søndergaard (Participant)
9 Apr 2013 → 10 Apr 2013Activity: Participating in an event - types › Participation in workshop, seminar, course
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