Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor

ORCID: 0000-0002-5137-6003

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  1. Published

    Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models. / Pedersen, Rasmus Søndergaard.

    2015.

    Research output: Working paper › Research

  2. Published

    Nonstationary ARCH and GARCH with t-Distributed Innovations. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.

    Copenhagen, 2015.

    Research output: Working paper › Research

  3. Published

    Inference and Testing in Multivariate GARCH Models. / Pedersen, Rasmus Søndergaard.

    Copenhagen : Department of Economics, University of Copenhagen, 2015. 137 p.

    Research output: Book/Report › Ph.D. thesis

ID: 40100909