Targeting estimation of CCC-GARCH models with infinite fourth moments

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Targeting estimation of CCC-GARCH models with infinite fourth moments. / Pedersen, Rasmus Søndergaard.

In: Econometric Theory, Vol. 32, No. 02, 04.2016, p. 498-531.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Pedersen, RS 2016, 'Targeting estimation of CCC-GARCH models with infinite fourth moments', Econometric Theory, vol. 32, no. 02, pp. 498-531. https://doi.org/10.1017/S0266466615000316

APA

Pedersen, R. S. (2016). Targeting estimation of CCC-GARCH models with infinite fourth moments. Econometric Theory, 32(02), 498-531. https://doi.org/10.1017/S0266466615000316

Vancouver

Pedersen RS. Targeting estimation of CCC-GARCH models with infinite fourth moments. Econometric Theory. 2016 Apr;32(02):498-531. https://doi.org/10.1017/S0266466615000316

Author

Pedersen, Rasmus Søndergaard. / Targeting estimation of CCC-GARCH models with infinite fourth moments. In: Econometric Theory. 2016 ; Vol. 32, No. 02. pp. 498-531.

Bibtex

@article{0dafcb3920cf4967acc49da55796f4c5,
title = "Targeting estimation of CCC-GARCH models with infinite fourth moments",
author = "Pedersen, {Rasmus S{\o}ndergaard}",
year = "2016",
month = apr,
doi = "10.1017/S0266466615000316",
language = "English",
volume = "32",
pages = "498--531",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "02",

}

RIS

TY - JOUR

T1 - Targeting estimation of CCC-GARCH models with infinite fourth moments

AU - Pedersen, Rasmus Søndergaard

PY - 2016/4

Y1 - 2016/4

U2 - 10.1017/S0266466615000316

DO - 10.1017/S0266466615000316

M3 - Journal article

VL - 32

SP - 498

EP - 531

JO - Econometric Theory

JF - Econometric Theory

SN - 0266-4666

IS - 02

ER -

ID: 138134885