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 0 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 0 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 0 7 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 1 1 15 0 1 2 99
Multivariate variance targeting in the BEKK–GARCH model 0 0 0 16 0 2 7 111
Nonstationary GARCH with t-distributed innovations 0 0 0 12 0 1 2 49
TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS 0 0 0 4 0 0 0 65
Total Journal Articles 0 1 1 47 0 4 11 324


Statistics updated 2025-07-04