Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
- Organisation of and participation in conference
10th BMRC-DEMS Conference
Pedersen, Rasmus Søndergaard (Speaker)
28 May 2014 → 30 May 2014Activity: Participating in an event - types › Organisation of and participation in conference
11th BMRC-DEMS Conference
Pedersen, Rasmus Søndergaard (Speaker)
18 May 2015Activity: Participating in an event - types › Organisation of and participation in conference
28th (EC)^2 on Time-varying Parameter Models
Pedersen, Rasmus Søndergaard (Speaker)
Dec 2017Activity: Participating in an event - types › Organisation of and participation in conference
3rd Humboldt-Copenhagen Conference on Financial Econometrics
Pedersen, Rasmus Søndergaard (Speaker)
14 Mar 2013 → 16 Mar 2013Activity: Participating in an event - types › Organisation of and participation in conference
5th Lindau Meeting on Economic Sciences
Pedersen, Rasmus Søndergaard (Participant)
19 Aug 2014 → 23 Aug 2014Activity: Participating in an event - types › Organisation of and participation in conference
67th European Meeting of the Econometric Society
Pedersen, Rasmus Søndergaard (Speaker)
26 Aug 2013 → 30 Aug 2013Activity: Participating in an event - types › Organisation of and participation in conference
6th Annual SoFiE Conference
Pedersen, Rasmus Søndergaard (Speaker)
12 Jun 2013 → 14 Jun 2013Activity: Participating in an event - types › Organisation of and participation in conference
7th International Conference on Computational and Financial Econometrics
Pedersen, Rasmus Søndergaard (Participant)
14 Dec 2013 → 16 Dec 2013Activity: Participating in an event - types › Organisation of and participation in conference
Econometric Society World Congress 2015
Pedersen, Rasmus Søndergaard (Speaker)
17 Aug 2015 → 21 Aug 2015Activity: Participating in an event - types › Organisation of and participation in conference
NBER-NSF Time Series Conference 2015
Pedersen, Rasmus Søndergaard (Speaker)
26 Sep 2015Activity: Participating in an event - types › Organisation of and participation in conference
Recent Developments for Bootstrap Methods in Time Series Data
Pedersen, Rasmus Søndergaard (Participant)
8 Sep 2013 → 10 Sep 2013Activity: Participating in an event - types › Organisation of and participation in conference
- Participation in workshop, seminar, course
9th International Conference on Computational and Financial Econometrics (CFE 2015)
Pedersen, Rasmus Søndergaard (Speaker)
14 Dec 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
CIBS Conference: The Economics of Post-Factual Democracy
Pedersen, Rasmus Søndergaard (Participant)
9 Feb 2017Activity: Participating in an event - types › Participation in workshop, seminar, course
DGPE 2014
Pedersen, Rasmus Søndergaard (Speaker)
13 Nov 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
DGPE annual workshop 2012
Pedersen, Rasmus Søndergaard (Participant)
15 Nov 2012 → 16 Nov 2012Activity: Participating in an event - types › Participation in workshop, seminar, course
Empirical Finance
Pedersen, Rasmus Søndergaard (Participant)
Jan 2014 → Mar 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Forecasting Methods in Economics and Finance
Pedersen, Rasmus Søndergaard (Participant)
22 Aug 2012 → 24 Aug 2012Activity: Participating in an event - types › Participation in workshop, seminar, course
Inaugural workshop of the CFM-Imperial Institute of Quantitative Finance
Pedersen, Rasmus Søndergaard (Participant)
27 Feb 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Mathematical Foundations of Heavy Tailed Analysis
Pedersen, Rasmus Søndergaard (Participant)
23 Jun 2015 → 27 Jun 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
New measures and tests for dependence and other time series characteristics
Pedersen, Rasmus Søndergaard (Participant)
9 Apr 2013 → 10 Apr 2013Activity: Participating in an event - types › Participation in workshop, seminar, course
Nuffield Econometric/INET Seminar
Pedersen, Rasmus Søndergaard (Speaker)
18 Nov 2016Activity: Participating in an event - types › Participation in workshop, seminar, course
PhD Course and Workshop on Extremes in Space and Time
Pedersen, Rasmus Søndergaard (Participant)
27 May 2013 → 31 May 2013Activity: Participating in an event - types › Participation in workshop, seminar, course
PhD Seminar
Pedersen, Rasmus Søndergaard (Speaker)
6 Mar 2013Activity: Participating in an event - types › Participation in workshop, seminar, course
Recent Advances in Time Series Econometrics
Pedersen, Rasmus Søndergaard (Participant)
4 Mar 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Seminar at CREATES, Aarhus University, April 14th 2016
Pedersen, Rasmus Søndergaard (Speaker)
14 Apr 2016Activity: Participating in an event - types › Participation in workshop, seminar, course
SoFiE Financial Econometrics Summer School 2014
Pedersen, Rasmus Søndergaard (Participant)
28 Jul 2014 → 1 Aug 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
SoFiE/INET Workshop on Skewness, Heavy Tails, Market Crashes, and Dynamics
Pedersen, Rasmus Søndergaard (Speaker)
28 Apr 2014 → 29 Apr 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Statistical Methods for High-Frequency Data
Pedersen, Rasmus Søndergaard (Participant)
6 Jul 2015 → 10 Jul 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
Statistics for Extreme Events
Pedersen, Rasmus Søndergaard (Participant)
Jan 2014 → Feb 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Stochastic Calculus
Pedersen, Rasmus Søndergaard (Participant)
Jan 2014 → Mar 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Vienna-Copenhagen Conference on Financial Econometrics 2017
Pedersen, Rasmus Søndergaard (Participant)
9 Mar 2017 → 11 Mar 2017Activity: Participating in an event - types › Participation in workshop, seminar, course
Workshop on Time Series Analysis
Pedersen, Rasmus Søndergaard (Participant)
13 Feb 2017Activity: Participating in an event - types › Participation in workshop, seminar, course
- Lecture and oral contribution
Time Series Econometrics Seminar at University of Helsinki
Pedersen, Rasmus Søndergaard (Speaker)
5 Mar 2018Activity: Talk or presentation types › Lecture and oral contribution
- Membership in research network
SoFiE - The Society for Financial Econometrics (External organisation)
Pedersen, Rasmus Søndergaard (Member)
5 Apr 2014Activity: Membership types › Membership in research network
The Econometric Society (External organisation)
Pedersen, Rasmus Søndergaard (Member)
18 Jan 2013 → …Activity: Membership types › Membership in research network
- Membership in review committee
28th (EC)^2 on Time-varying Parameter Models (Event)
Pedersen, Rasmus Søndergaard (Member)
2017Activity: Membership types › Membership in review committee
Member of the program committee for the 2017 Vienna-Copenhagen Conference on Financial Econometrics (External organisation)
Pedersen, Rasmus Søndergaard (Member)
2016Activity: Membership types › Membership in review committee
- Other (prizes, external teaching and other activities) - Period visiting other institutions
Visiting Researcher
Pedersen, Rasmus Søndergaard (Participant)
6 Jan 2014 → 30 Jun 2014Activity: Other activity types › Other (prizes, external teaching and other activities) - Period visiting other institutions
ID: 40100909
Most downloads
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2334
downloads
Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Working paper › Research
Published -
104
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 -
98
downloads
Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
Published