Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor


  1. 2016
  2. Published

    Nonstationary GARCH with t-distributed innovations. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.

    In: Economics Letters, Vol. 138, 2016, p. 19-21.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

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

    In: Econometric Theory, Vol. 32, No. 02, 04.2016, p. 498-531.

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 40100909