Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
ORCID: 0000-0002-5137-6003
1 - 3 out of 3Page size: 100
- 2015
- Published
Inference and Testing in Multivariate GARCH Models
Pedersen, Rasmus Søndergaard, 2015, Copenhagen: Department of Economics, University of Copenhagen. 137 p.Research output: Book/Report › Ph.D. thesis › Research
- Published
Nonstationary ARCH and GARCH with t-Distributed Innovations
Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2015, Copenhagen, 29 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 7, Vol. 2015).Research output: Working paper › Research
- Published
Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models
Pedersen, Rasmus Søndergaard, 4 Sep 2015, 42 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 10, Vol. 2015).Research output: Working paper › Research
ID: 40100909
Most downloads
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2340
downloads
Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Working paper › Research
Published -
109
downloads
Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
100
downloads
Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
Published