Targeting estimation of CCC-GARCH models with infinite fourth moments

Rasmus Søndergaard Pedersen

6 Citations (Scopus)

2104 Downloads (Pure)

1 Organisation of and participation in conference
1 Participation in workshop, seminar, course

2 results
- Title
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10th BMRC-DEMS Conference
Rasmus Søndergaard Pedersen (Speaker)
28 May 2014 → 30 May 2014
Activity: Participating in or organising an event types › Organisation of and participation in conference
SoFiE/INET Workshop on Skewness, Heavy Tails, Market Crashes, and Dynamics
Rasmus Søndergaard Pedersen (Speaker)
28 Apr 2014 → 29 Apr 2014
Activity: Participating in or organising an event types › Participation in workshop, seminar, course