Open AccessTargeting Estimation of CCC-Garch Models with Infinite Fourth Moments
Author(s) -
Rasmus Søndergaard Pedersen
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2406824
Subject(s) - estimation , autoregressive conditional heteroskedasticity , mathematics , econometrics , statistics , economics , volatility (finance) , management
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