Rasmus Søndergaard Pedersen

Associate Professor

Department of Economics

http://www.economics.ku.dk

Øster Farimagsgade 5, Bygning 26
København K

E-mail: rsp@econ.ku.dk
Telephone: +4535323074

Area of work
Financial Econometrics; Time Series Econometrics; Econometric Theory; Heavy-Tailed Time Series; Models for Time-Varying Volatility