Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
- 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
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