Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
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ORCID: 0000-0002-5137-6003
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Testing in GARCH-X Type Models
Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2019, In: Econometric Theory. 35, 5, p. 1012-1047Research 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
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Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models
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99
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Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
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