Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor

ORCID: 0000-0002-5137-6003

Publication year:
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  1. 2017
  2. Published

    Testing Garch-X Type Models

    Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2017, 35 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-15).

    Research output: Working paper › Research

  3. Published

    Inference and testing on the boundary in extended constant conditional correlation GARCH models

    Pedersen, Rasmus Søndergaard, 1 Jan 2017, In : Journal of Econometrics. 196, 1, p. 25-36 12 p.

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

ID: 40100909