Targeting estimation of CCC-GARCH models with infinite fourth moments

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Adgang til dokumentet

@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",

}