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Targeting estimation of CCC-GARCH models with infinite fourth moments
Rasmus Søndergaard Pedersen
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Dive into the research topics of 'Targeting estimation of CCC-GARCH models with infinite fourth moments'. Together they form a unique fingerprint.
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Business & Economics
Alternatives
9%
Asymptotic Normality
25%
Conditional Correlation
24%
Data Generating Process
71%
Estimation Method
19%
Estimator
76%
Financial Returns
21%
GARCH Model
100%
Inference
16%
Limiting Distribution
24%
Moment Conditions
26%
Multivariate GARCH Models
26%
Quasi-maximum Likelihood
28%
Simulation Study
18%
Targeting
85%
Social Sciences
normality
28%
simulation
19%