Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor

  1. 2017
  2. 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 journalJournal articleResearchpeer-review

  3. 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 paperResearch

ID: 40100909