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 1 2 2 59
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 0 40 2 2 5 227
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 0 154 0 0 0 552
Nonstationary ARCH and GARCH with t-Distributed Innovations 0 0 0 45 2 3 4 80
Nonstationary ARCH and GARCH with t-distributed Innovations 0 0 0 25 0 0 0 61
Targeting estimation of CCC-Garch models with infinite fourth moments 0 0 0 55 1 1 1 180
Total Working Papers 0 0 0 353 6 8 12 1,159


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 1 2 6 103
Multivariate variance targeting in the BEKK–GARCH model 0 0 0 16 2 2 7 113
Nonstationary GARCH with t-distributed innovations 0 0 0 12 2 2 8 55
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 5 6 21 336


Statistics updated 2025-12-06