Multivariate Variance Targeting in the BEKK-GARCH Model

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• 67th European Meeting of the Econometric Society

  Rasmus Søndergaard Pedersen (Speaker)

  26 Aug 2013 → 30 Aug 2013

  Activity: Participating in or organising an event types › Organisation of and participation in conference

• 6th Annual SoFiE Conference

  Rasmus Søndergaard Pedersen (Speaker)

  12 Jun 2013 → 14 Jun 2013

  Activity: Participating in or organising an event types › Organisation of and participation in conference

• 3rd Humboldt-Copenhagen Conference on Financial Econometrics

  Rasmus Søndergaard Pedersen (Speaker)

  14 Mar 2013 → 16 Mar 2013

  Activity: Participating in or organising an event types › Organisation of and participation in conference

• PhD Seminar

  Rasmus Søndergaard Pedersen (Speaker)

  6 Mar 2013

  Activity: Participating in or organising an event types › Participation in workshop, seminar, course