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, 2014, In : Econometrics Journal. 17, 1, p. 24-55

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 51166465