Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor


  1. 2016
  2. Published

    Nonstationary GARCH with t-distributed innovations

    Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2016, In : Economics Letters. 138, p. 19-21

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Targeting estimation of CCC-GARCH models with infinite fourth moments

    Pedersen, Rasmus Søndergaard, Apr 2016, In : Econometric Theory. 32, 02, p. 498-531

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 40100909