Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
- 2015
NBER-NSF Time Series Conference 2015
Pedersen, Rasmus Søndergaard (Speaker)
26 Sep 2015Activity: Participating in an event - types › Organisation of and participation in conference
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
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
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
11th BMRC-DEMS Conference
Pedersen, Rasmus Søndergaard (Speaker)
18 May 2015Activity: Participating in an event - types › Organisation of and participation in conference
- 2014
DGPE 2014
Pedersen, Rasmus Søndergaard (Speaker)
13 Nov 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
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
10th BMRC-DEMS Conference
Pedersen, Rasmus Søndergaard (Speaker)
28 May 2014 → 30 May 2014Activity: Participating in an event - types › Organisation of and participation in conference
SoFiE/INET Workshop on Skewness, Heavy Tails, Market Crashes, and Dynamics
Pedersen, Rasmus Søndergaard (Speaker)
28 Apr 2014 → 29 Apr 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
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