Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor

ORCID: 0000-0002-5137-6003

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  1. Accepted/In press

    Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models. / Cavaliere, Giuseppe; Nielsen, Heino Bohn; Pedersen, Rasmus Søndergaard; Rahbek, Anders.

    In: Journal of Econometrics, 2019.

    Research output: Contribution to journal › Journal article › Research › peer-review

  2. E-pub ahead of print

    Robust inference in conditionally heteroskedastic autoregressions. / Pedersen, Rasmus Søndergaard.

    In: Econometric Reviews, 22.06.2019.

    Research output: Contribution to journal › Journal article › Research › peer-review

ID: 40100909