Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
- 2014
Statistics for Extreme Events
Pedersen, Rasmus Søndergaard (Participant)
Jan 2014 → Feb 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Stochastic Calculus
Pedersen, Rasmus Søndergaard (Participant)
Jan 2014 → Mar 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
- 2013
7th International Conference on Computational and Financial Econometrics
Pedersen, Rasmus Søndergaard (Participant)
14 Dec 2013 → 16 Dec 2013Activity: Participating in an event - types › 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
67th European Meeting of the Econometric Society
Pedersen, Rasmus Søndergaard (Speaker)
26 Aug 2013 → 30 Aug 2013Activity: Participating in an event - types › Organisation of and participation in conference
6th Annual SoFiE Conference
Pedersen, Rasmus Søndergaard (Speaker)
12 Jun 2013 → 14 Jun 2013Activity: Participating in an event - types › Organisation of and participation in conference
PhD Course and Workshop on Extremes in Space and Time
Pedersen, Rasmus Søndergaard (Participant)
27 May 2013 → 31 May 2013Activity: 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
3rd Humboldt-Copenhagen Conference on Financial Econometrics
Pedersen, Rasmus Søndergaard (Speaker)
14 Mar 2013 → 16 Mar 2013Activity: Participating in an event - types › Organisation of and participation in conference
PhD Seminar
Pedersen, Rasmus Søndergaard (Speaker)
6 Mar 2013Activity: Participating in an event - types › Participation in workshop, seminar, course
The Econometric Society (External organisation)
Pedersen, Rasmus Søndergaard (Member)
18 Jan 2013 → …Activity: Membership types › Membership in research network
- 2012
DGPE annual workshop 2012
Pedersen, Rasmus Søndergaard (Participant)
15 Nov 2012 → 16 Nov 2012Activity: 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
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