Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor


  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 journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-review

ID: 40100909