10th BMRC-DEMS Conference

Activity: Participating in an event - types › Organisation of and participation in conference

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  1. 2014
  2. Published

    Targeting estimation of CCC-GARCH models with infinite fourth moments

    Pedersen, Rasmus Søndergaard, 2014, Kbh.: Økonomisk institut, Københavns Universitet, 31 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 04, Vol. 2014).

    Research output: Working paper › Research

ID: 108019615