Skip to main navigation
Skip to search
Skip to main content
University of Copenhagen Research Portal Home
Help & FAQ
Dansk
English
Home
Profiles
Research output
Research units
Press/Media
Activities
Prizes
???studenttheses???
Datasets
Search by expertise, name or affiliation
Targeting estimation of CCC-GARCH models with infinite fourth moments
Rasmus Søndergaard Pedersen
6
Citations (Scopus)
2104
Downloads (Pure)
Overview
Fingerprint
Activities
(2)
Fingerprint
Dive into the research topics of 'Targeting estimation of CCC-GARCH models with infinite fourth moments'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Business & Economics
GARCH Model
100%
Targeting
85%
Estimator
76%
Data Generating Process
71%
Quasi-maximum Likelihood
28%
Moment Conditions
26%
Multivariate GARCH Models
26%
Asymptotic Normality
25%
Conditional Correlation
24%
Limiting Distribution
24%
Financial Returns
21%
Estimation Method
19%
Simulation Study
18%
Inference
16%
Alternatives
9%