Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Ãster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
Academic visitorship:
Jan 2014 - Jun 2014: Visiting researcher at Imperial College London
Education:
2012-2015: Ph.D. Economics, University of Copenhagen
2010-2012: M.Sc. Economics (cand.polit), University of Copehagen
2010-2011: Visiting student, University of California, San Diego
2006-2010: B.Sc. Economics, University of Copenhagen
Awards:
Winner of the 2012 Econometric Game
Selected as Young Economist at the 5th Lindau Meeting of the Winners of the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel, Lindau, August 2014
ID: 40100909
Most downloads
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2310
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Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Working paper
Published -
90
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Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
85
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