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 - 1 out of 1Page size: 50
- 2020
- Published
Robust inference in conditionally heteroskedastic autoregressions
Pedersen, Rasmus Søndergaard, 2020, In: Econometric Reviews. 39, 3, p. 244-259Research 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
Research output: Working paper › Research
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109
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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
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100
downloads
Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
Published