Targeting estimation of CCC-GARCH models with infinite fourth moments
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Standard
Targeting estimation of CCC-GARCH models with infinite fourth moments. / Pedersen, Rasmus Søndergaard.
I: Econometric Theory, Bind 32, Nr. 02, 04.2016, s. 498-531.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Pedersen, RS 2016, 'Targeting estimation of CCC-GARCH models with infinite fourth moments', Econometric Theory, bind 32, nr. 02, s. 498-531. https://doi.org/10.1017/S0266466615000316
APA
Pedersen, R. S. (2016). Targeting estimation of CCC-GARCH models with infinite fourth moments. Econometric Theory, 32(02), 498-531. https://doi.org/10.1017/S0266466615000316
Vancouver
Pedersen RS. Targeting estimation of CCC-GARCH models with infinite fourth moments. Econometric Theory. 2016 apr.;32(02):498-531. https://doi.org/10.1017/S0266466615000316
Author
Bibtex
@article{0dafcb3920cf4967acc49da55796f4c5,
title = "Targeting estimation of CCC-GARCH models with infinite fourth moments",
author = "Pedersen, {Rasmus S{\o}ndergaard}",
year = "2016",
month = apr,
doi = "10.1017/S0266466615000316",
language = "English",
volume = "32",
pages = "498--531",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "02",
}
RIS
TY - JOUR
T1 - Targeting estimation of CCC-GARCH models with infinite fourth moments
AU - Pedersen, Rasmus Søndergaard
PY - 2016/4
Y1 - 2016/4
U2 - 10.1017/S0266466615000316
DO - 10.1017/S0266466615000316
M3 - Journal article
VL - 32
SP - 498
EP - 531
JO - Econometric Theory
JF - Econometric Theory
SN - 0266-4666
IS - 02
ER -
ID: 138134885