Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Associate Professor

Member of:

    ORCID: 0000-0002-5137-6003

    Publication year:
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    1 - 2 out of 2Page size: 50
    1. 2022
    2. Published

      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, Mar 2022, In: Journal of Econometrics. 227, 1, p. 241-263

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

    3. Published

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

      Pedersen, Rasmus Søndergaard & Matsui, M., 2022, In: Econometric Theory. 38, 1, p. 1-34

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

    ID: 40100909