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~person:"Pedersen, Rasmus Søndergaard"
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Pedersen, Rasmus Søndergaard
McAleer, Michael
37
Lee, Cheng F.
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Hammoudeh, Shawkat
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Medeiros, Marcelo C.
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Inference and testing on the boundary in extended constant conditional correlation GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10011343436
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2
Targeting estimation of CCC-Garch models with infinite fourth moments
Pedersen, Rasmus Søndergaard
-
2014
Persistent link: https://www.econbiz.de/10010256282
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3
Inference and testing on the boundary in extended constant conditional correlation GARCH models
Pedersen, Rasmus Søndergaard
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 23-36
Persistent link: https://www.econbiz.de/10011743481
Saved in:
4
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10011433554
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