Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor

  1. 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 journalJournal articleResearchpeer-review

  2. Published

    Testing Garch-X Type Models. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.


    Research output: Working paperResearch

ID: 40100909