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, (E-pub ahead of print) In: Econometric Theory.

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. E-pub ahead of print

    Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

    Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2021, (E-pub ahead of print) In: Journal of Econometrics.

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 40100909