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 | 0 | 1 | 57 |
| Multivariate Variance Targeting in the BEKK-GARCH Model | 0 | 0 | 0 | 40 | 0 | 1 | 3 | 223 |
| Multivariate Variance Targeting in the BEKK-GARCH Model | 0 | 0 | 0 | 154 | 0 | 0 | 1 | 552 |
| Nonstationary ARCH and GARCH with t-Distributed Innovations | 0 | 0 | 0 | 45 | 0 | 0 | 0 | 76 |
| Nonstationary ARCH and GARCH with t-distributed Innovations | 0 | 0 | 0 | 25 | 0 | 0 | 1 | 61 |
| Targeting estimation of CCC-Garch models with infinite fourth moments | 0 | 0 | 1 | 55 | 0 | 0 | 2 | 179 |
| Total Working Papers | 0 | 0 | 1 | 353 | 0 | 1 | 8 | 1,148 |
| 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 | 14 | 0 | 1 | 1 | 98 |
| Multivariate variance targeting in the BEKK–GARCH model | 0 | 0 | 0 | 16 | 1 | 4 | 6 | 110 |
| Nonstationary GARCH with t-distributed innovations | 0 | 0 | 0 | 12 | 0 | 1 | 3 | 48 |
| TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS | 0 | 0 | 0 | 4 | 0 | 0 | 0 | 65 |
| Total Journal Articles | 0 | 0 | 0 | 46 | 1 | 6 | 10 | 321 |
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