Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor


  1. 2015
  2. Published
  3. Published
  4. 2014
  5. Published

    Multivariate Variance Targeting in the BEKK-GARCH Model. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.

    In: Econometrics Journal, Vol. 17, No. 1, 2014, p. 24-55.

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Targeting estimation of CCC-GARCH models with infinite fourth moments. / Pedersen, Rasmus Søndergaard.

    Kbh. : Økonomisk institut, Københavns Universitet, 2014.

    Research output: Working paperResearch

  7. 2012
  8. Published

    Multivariate Variance Targeting in the BEKK-GARCH Model. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.

    Kbh. : Økonomisk institut, Københavns Universitet, 2012.

    Research output: Working paperResearch

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