Rasmus Søndergaard Pedersen

• Presentation
• CV
• Research outputs
• Prizes
• Activities
• Keywords
• Most downloaded

Most downloads

1. 2310 downloads

   Published

   Targeting estimation of CCC-GARCH models with infinite fourth moments

   Research output: Working paper

2. 90 downloads

   Published

   Robust inference in conditionally heteroskedastic autoregressions

   Research output: Contribution to journal › Journal article › Research › peer-review

3. 85 downloads

   Published

   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

4. 37 downloads

   Published

   Characterization of the tail behavior of a class of BEKK processes: A stochastic recurrence equation approach

   Research output: Contribution to journal › Journal article › Research › peer-review