Rasmus Søndergaard Pedersen

Rasmus Søndergaard Pedersen

Lektor

Medlem af:

    ORCID: 0000-0002-5137-6003

    Udgivelsesår:
    Alle
    1 - 3 ud af 3Pr. side: 10
    Sortering: Udgivelsesdato
    1. 2015
    2. Udgivet

      Inference and Testing on the Boundary in Extended Constant Conditional Correlation GARCH Models

      Pedersen, Rasmus Søndergaard, 4 sep. 2015, 42 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 10, Bind 2015).

      Publikation: Working paper › Forskning

    3. Udgivet

      Inference and Testing in Multivariate GARCH Models

      Pedersen, Rasmus Søndergaard, 2015, Copenhagen: Department of Economics, University of Copenhagen. 137 s.

      Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling › Forskning

    4. Udgivet

      Nonstationary ARCH and GARCH with t-Distributed Innovations

      Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2015, Copenhagen, 29 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 7, Bind 2015).

      Publikation: Working paper › Forskning

    ID: 40100909