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Rahbek, Anders
Pedersen, Rasmus Søndergaard
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Nonstationary GARCH with tt-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
Economics letters
138
(
2016
),
pp. 19-21
Persistent link: https://www.econbiz.de/10011615340
Saved in:
2
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010515451
Saved in:
3
Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
Saved in:
4
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
5
Testing GARCH-X type models
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
- In:
Econometric theory
35
(
2019
)
5
,
pp. 1012-1047
Persistent link: https://www.econbiz.de/10012146218
Saved in:
6
Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
Saved in:
7
Multivariate variance targeting in the BEKK-GARCH Model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2012
Persistent link: https://www.econbiz.de/10009667363
Saved in:
8
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:
9
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
10
Testing GARCH-X type models
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2017
Persistent link: https://www.econbiz.de/10011721273
Saved in:
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