Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
- 2018
Time Series Econometrics Seminar at University of Helsinki
Pedersen, Rasmus Søndergaard (Speaker)
5 Mar 2018Activity: Talk or presentation types › Lecture and oral contribution
- 2017
28th (EC)^2 on Time-varying Parameter Models
Pedersen, Rasmus Søndergaard (Speaker)
Dec 2017Activity: Participating in an event - types › Organisation of and participation in conference
Vienna-Copenhagen Conference on Financial Econometrics 2017
Pedersen, Rasmus Søndergaard (Participant)
9 Mar 2017 → 11 Mar 2017Activity: Participating in an event - types › Participation in workshop, seminar, course
Workshop on Time Series Analysis
Pedersen, Rasmus Søndergaard (Participant)
13 Feb 2017Activity: Participating in an event - types › Participation in workshop, seminar, course
CIBS Conference: The Economics of Post-Factual Democracy
Pedersen, Rasmus Søndergaard (Participant)
9 Feb 2017Activity: Participating in an event - types › Participation in workshop, seminar, course
28th (EC)^2 on Time-varying Parameter Models (Event)
Pedersen, Rasmus Søndergaard (Member)
2017Activity: Membership types › Membership in review committee
- 2016
Nuffield Econometric/INET Seminar
Pedersen, Rasmus Søndergaard (Speaker)
18 Nov 2016Activity: Participating in an event - types › Participation in workshop, seminar, course
Seminar at CREATES, Aarhus University, April 14th 2016
Pedersen, Rasmus Søndergaard (Speaker)
14 Apr 2016Activity: Participating in an event - types › Participation in workshop, seminar, course
Member of the program committee for the 2017 Vienna-Copenhagen Conference on Financial Econometrics (External organisation)
Pedersen, Rasmus Søndergaard (Member)
2016Activity: Membership types › Membership in review committee
- 2015
9th International Conference on Computational and Financial Econometrics (CFE 2015)
Pedersen, Rasmus Søndergaard (Speaker)
14 Dec 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
ID: 40100909
Most downloads
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2289
downloads
Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Working paper › Research
Published -
87
downloads
Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › peer-review
Published -
83
downloads
Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models
Research output: Contribution to journal › Journal article › peer-review
Published