Rasmus Søndergaard Pedersen
Associate Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-01
Member of:
Statistical Methods for High-Frequency Data
Pedersen, Rasmus Søndergaard (Participant)
6 Jul 2015 → 10 Jul 2015Activity: 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
The Econometric Society (External organisation)
Pedersen, Rasmus Søndergaard (Member)
18 Jan 2013 → …Activity: Membership types › Membership in research network
Time Series Econometrics Seminar at University of Helsinki
Pedersen, Rasmus Søndergaard (Speaker)
5 Mar 2018Activity: Talk or presentation types › Lecture and oral contribution
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
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
Workshop on Time Series Analysis
Pedersen, Rasmus Søndergaard (Participant)
13 Feb 2017Activity: Participating in an event - types › Participation in workshop, seminar, course
ID: 40100909
Most downloads
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2337
downloads
Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Working paper › Research
Published -
106
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 -
99
downloads
Robust inference in conditionally heteroskedastic autoregressions
Research output: Contribution to journal › Journal article › Research › peer-review
Published