Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor


  1. 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

  2. Published

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

    Kbh. : Økonomisk institut, Københavns Universitet, 2014.

    Research output: Working paperResearch

ID: 40100909