Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Postboks 2099, Øster Farimagsgade 5, 1353 København K
26 Gammeltoftsgade 17, 26-3-01
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