Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor

  1. 2021
  2. E-pub ahead of print

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

    Pedersen, Rasmus Søndergaard & Matsui, M., 4 Feb 2021, In : Econometric Theory.

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 40100909