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 - 2 out of 2Page size: 100
- 2016
- Published
Nonstationary GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2016, In: Economics Letters. 138, p. 19-21Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Targeting estimation of CCC-GARCH models with infinite fourth moments
Pedersen, Rasmus Søndergaard, Apr 2016, In: Econometric Theory. 32, 02, p. 498-531Research output: Contribution to journal › Journal article › Research › peer-review
ID: 40100909
Most downloads
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2340
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Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Working paper
Published -
108
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
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Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
Published