PhD Seminar

Activity: Participating in an event - typesParticipation in workshop, seminar, course

  1. 2014
  2. Published

    Multivariate Variance Targeting in the BEKK-GARCH Model

    Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2014, In: Econometrics Journal. 17, 1, p. 24-55

    Research output: Contribution to journalJournal articlepeer-review

ID: 101609153