Rasmus Søndergaard Pedersen
Associate Professor
Økonomisk Institut
Øster Farimagsgade 5, 1353 København K, 26, Building: 26.3.01
ORCID: 0000-0002-5137-6003
1 - 2 out of 2Page size: 10
- 2017
- Published
Testing Garch-X Type Models. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.
2017.Research output: Working paper › Research
- Published
Inference and testing on the boundary in extended constant conditional correlation GARCH models. / Pedersen, Rasmus Søndergaard.
In: Journal of Econometrics, Vol. 196, No. 1, 01.01.2017, p. 25-36.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 40100909
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Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Working paper › Research
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Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
E-pub ahead of print