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 30 0 2 5 33
Multivariate Variance Targeting in the BEKK-GARCH Model 1 1 5 35 2 4 23 182
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 1 151 3 8 68 488
Nonstationary ARCH and GARCH with t-Distributed Innovations 0 0 1 42 0 2 6 47
Nonstationary ARCH and GARCH with t-distributed Innovations 0 0 2 24 0 2 7 45
Targeting estimation of CCC-Garch models with infinite fourth moments 0 0 1 43 0 3 10 104
Total Working Papers 1 1 10 325 5 21 119 899


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 9 1 2 5 37
Multivariate variance targeting in the BEKK–GARCH model 0 0 1 12 0 2 8 57
Nonstationary GARCH with t-distributed innovations 0 0 2 10 0 0 2 28
TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS 0 0 0 2 0 0 1 19
Total Journal Articles 0 0 4 33 1 4 16 141


Statistics updated 2019-07-03