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 |
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