SoFiE/INET Workshop on Skewness, Heavy Tails, Market Crashes, and Dynamics
Activity: Participating in an event - types › Participation in workshop, seminar, course
1 - 1 out of 1Page size: 10
- 2014
- 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: 108019060