Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
- 2014
SoFiE - The Society for Financial Econometrics (External organisation)
Pedersen, Rasmus Søndergaard (Member)
5 Apr 2014Activity: Membership types › Membership in research network
Recent Advances in Time Series Econometrics
Pedersen, Rasmus Søndergaard (Participant)
4 Mar 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Inaugural workshop of the CFM-Imperial Institute of Quantitative Finance
Pedersen, Rasmus Søndergaard (Participant)
27 Feb 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Visiting Researcher
Pedersen, Rasmus Søndergaard (Participant)
6 Jan 2014 → 30 Jun 2014Activity: Other activity types › Other (prizes, external teaching and other activities) - Period visiting other institutions
Empirical Finance
Pedersen, Rasmus Søndergaard (Participant)
Jan 2014 → Mar 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Statistics for Extreme Events
Pedersen, Rasmus Søndergaard (Participant)
Jan 2014 → Feb 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
Stochastic Calculus
Pedersen, Rasmus Søndergaard (Participant)
Jan 2014 → Mar 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
- 2013
7th International Conference on Computational and Financial Econometrics
Pedersen, Rasmus Søndergaard (Participant)
14 Dec 2013 → 16 Dec 2013Activity: Participating in an event - types › Organisation of and participation in conference
Recent Developments for Bootstrap Methods in Time Series Data
Pedersen, Rasmus Søndergaard (Participant)
8 Sep 2013 → 10 Sep 2013Activity: Participating in an event - types › Organisation of and participation in conference
67th European Meeting of the Econometric Society
Pedersen, Rasmus Søndergaard (Speaker)
26 Aug 2013 → 30 Aug 2013Activity: Participating in an event - types › Organisation of and participation in conference
ID: 40100909
Most downloads
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2334
downloads
Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Working paper › Research
Published -
104
downloads
Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
98
downloads
Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
Published