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
NBER-NSF Time Series Conference 2015
Pedersen, Rasmus Søndergaard (Speaker)
26 Sep 2015Activity: Participating in an event - types › Organisation of and participation in conference
Econometric Society World Congress 2015
Pedersen, Rasmus Søndergaard (Speaker)
17 Aug 2015 → 21 Aug 2015Activity: Participating in an event - types › Organisation of and participation in conference
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
Mathematical Foundations of Heavy Tailed Analysis
Pedersen, Rasmus Søndergaard (Participant)
23 Jun 2015 → 27 Jun 2015Activity: Participating in an event - types › Participation in workshop, seminar, course
11th BMRC-DEMS Conference
Pedersen, Rasmus Søndergaard (Speaker)
18 May 2015Activity: Participating in an event - types › Organisation of and participation in conference
- 2014
DGPE 2014
Pedersen, Rasmus Søndergaard (Speaker)
13 Nov 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
5th Lindau Meeting on Economic Sciences
Pedersen, Rasmus Søndergaard (Participant)
19 Aug 2014 → 23 Aug 2014Activity: Participating in an event - types › Organisation of and participation in conference
SoFiE Financial Econometrics Summer School 2014
Pedersen, Rasmus Søndergaard (Participant)
28 Jul 2014 → 1 Aug 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
10th BMRC-DEMS Conference
Pedersen, Rasmus Søndergaard (Speaker)
28 May 2014 → 30 May 2014Activity: Participating in an event - types › Organisation of and participation in conference
SoFiE/INET Workshop on Skewness, Heavy Tails, Market Crashes, and Dynamics
Pedersen, Rasmus Søndergaard (Speaker)
28 Apr 2014 → 29 Apr 2014Activity: Participating in an event - types › Participation in workshop, seminar, course
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
ID: 40100909
Most downloads
-
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