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~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Ph.D-afhandling / Økonomisk Institut, Københavns Universitet"
~subject:"ARCH model"
~subject:"Exchange rate"
~subject:"Financial economics"
~subject:"Volatility"
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Discussion papers / Department of Economics, University of Copenhagen
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
Saved in:
2
Testing for near I (2) trends when the signal to noise ratio is small
Jusélius, Katarina
-
2014
Persistent link: https://www.econbiz.de/10010250518
Saved in:
3
Targeting estimation of CCC-Garch models with infinite fourth moments
Pedersen, Rasmus Søndergaard
-
2014
Persistent link: https://www.econbiz.de/10010256282
Saved in:
4
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
Saved in:
5
Inference and testing in multivariate GARCH models
Pedersen, Rasmus Søndergaard
-
2015
Persistent link: https://www.econbiz.de/10011433554
Saved in:
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