3rd Humboldt-Copenhagen Conference on Financial Econometrics

Activity: Participating in or organising an event typesOrganisation of and participation in conference

  1. 2014
  2. Published

    Multivariate Variance Targeting in the BEKK-GARCH Model. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.

    In: Econometrics Journal, Vol. 17, No. 1, 2014, p. 24-55.

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 51166465