SoFiE/INET Workshop on Skewness, Heavy Tails, Market Crashes, and Dynamics
Aktivitet: Deltagelse i arrangement eller begivenhed - typer › Deltagelse i workshop, seminar og kursus
1 - 1 ud af 1Pr. side: 10
- 2014
- Udgivet
Targeting estimation of CCC-GARCH models with infinite fourth moments
Pedersen, Rasmus Søndergaard, 2014, Kbh.: Økonomisk institut, Københavns Universitet, 31 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 04, Bind 2014).Publikation: Working paper › Forskning
ID: 108019060