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Search: person:"Pedersen, Rasmus Søndergaard"
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GO-GARCH
ARCH-Modell
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ARCH model
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Schätztheorie
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Estimation theory
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Finanzmarktökonometrie
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Asymptotic theory
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ARCH
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Hetland, Simon Thinggaard
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Pedersen, Rasmus Søndergaard
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Rahbek, Anders
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Discussion papers / Department of Economics, University of Copenhagen
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Journal of econometrics
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ECONIS (ZBW)
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Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
2
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
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