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 | 10 | 16 | 73 |
| Multivariate Variance Targeting in the BEKK-GARCH Model | 0 | 0 | 0 | 154 | 2 | 2 | 4 | 556 |
| Multivariate Variance Targeting in the BEKK-GARCH Model | 0 | 0 | 0 | 40 | 1 | 3 | 9 | 232 |
| Nonstationary ARCH and GARCH with t-Distributed Innovations | 0 | 0 | 0 | 45 | 1 | 1 | 8 | 84 |
| Nonstationary ARCH and GARCH with t-distributed Innovations | 0 | 0 | 0 | 25 | 2 | 2 | 3 | 64 |
| Targeting estimation of CCC-Garch models with infinite fourth moments | 0 | 0 | 0 | 55 | 0 | 1 | 8 | 187 |
| Total Working Papers | 0 | 0 | 0 | 353 | 7 | 19 | 48 | 1,196 |
| 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 | 5 | 8 | 18 | 116 |
| Multivariate variance targeting in the BEKK–GARCH model | 0 | 0 | 0 | 16 | 0 | 1 | 7 | 117 |
| Nonstationary GARCH with t-distributed innovations | 0 | 0 | 0 | 12 | 4 | 7 | 16 | 64 |
| TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS | 0 | 0 | 0 | 4 | 0 | 1 | 1 | 66 |
| Total Journal Articles | 0 | 0 | 1 | 47 | 9 | 17 | 42 | 363 |
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