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 6 10 12 69
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 0 154 0 2 2 554
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 0 40 1 3 8 230
Nonstationary ARCH and GARCH with t-Distributed Innovations 0 0 0 45 0 3 7 83
Nonstationary ARCH and GARCH with t-distributed Innovations 0 0 0 25 0 1 1 62
Targeting estimation of CCC-Garch models with infinite fourth moments 0 0 0 55 0 6 7 186
Total Working Papers 0 0 0 353 7 25 37 1,184


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 1 15 2 7 13 110
Multivariate variance targeting in the BEKK–GARCH model 0 0 0 16 0 3 7 116
Nonstationary GARCH with t-distributed innovations 0 0 0 12 2 4 11 59
TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS 0 0 0 4 0 0 0 65
Total Journal Articles 0 0 1 47 4 14 31 350


Statistics updated 2026-03-04