Access Statistics for Rasmus Søndergaard Pedersen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Inference and testing on the boundary in extended constant conditional correlation GARCH models 0 0 0 34 0 2 19 76
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 0 154 1 4 8 560
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 0 40 0 1 9 234
Nonstationary ARCH and GARCH with t-Distributed Innovations 0 0 0 45 0 0 7 84
Nonstationary ARCH and GARCH with t-distributed Innovations 0 0 0 25 1 1 5 66
Targeting estimation of CCC-Garch models with infinite fourth moments 0 0 0 55 0 1 11 190
Total Working Papers 0 0 0 353 2 9 59 1,210


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Inference and testing on the boundary in extended constant conditional correlation GARCH models 0 0 0 15 1 2 19 120
Multivariate variance targeting in the BEKK–GARCH model 0 0 1 17 1 4 11 122
Nonstationary GARCH with t-distributed innovations 0 0 0 12 0 1 13 66
TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS 0 0 0 4 1 1 4 69
Total Journal Articles 0 0 1 48 3 8 47 377


Statistics updated 2026-10-11