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 1 6 34
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 1 151 3 7 52 495
Multivariate Variance Targeting in the BEKK-GARCH Model 0 1 6 36 1 4 24 186
Nonstationary ARCH and GARCH with t-Distributed Innovations 0 2 3 44 0 3 7 50
Nonstationary ARCH and GARCH with t-distributed Innovations 0 0 1 24 1 3 7 48
Targeting estimation of CCC-Garch models with infinite fourth moments 0 0 1 43 1 1 10 105
Total Working Papers 0 3 12 328 6 19 106 918


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 2 10 0 3 8 40
Multivariate variance targeting in the BEKK–GARCH model 0 0 1 12 3 3 11 60
Nonstationary GARCH with t-distributed innovations 0 0 2 10 1 2 4 30
TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS 0 0 0 2 0 0 1 19
Total Journal Articles 0 1 5 34 4 8 24 149


Statistics updated 2019-10-05