Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor

Member of:


    1. 2015
    2. Published

      Inference and Testing in Multivariate GARCH Models

      Pedersen, Rasmus Søndergaard, 2015, Copenhagen: Department of Economics, University of Copenhagen. 137 p.

      Research output: Book/ReportPh.D. thesis

    3. Published

      Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models

      Pedersen, Rasmus Søndergaard, 4 Sep 2015, 42 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 10, Vol. 2015).

      Research output: Working paperResearch

    4. Published

      Nonstationary ARCH and GARCH with t-Distributed Innovations

      Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2015, Copenhagen, 29 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 7, Vol. 2015).

      Research output: Working paperResearch

    ID: 40100909