On the Relation between the Vec and BEKK Multivariate GARCH...

On the Relation between the Vec and BEKK Multivariate GARCH Models

Robert Stelzer
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Volume:
24
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/20142532
Date:
August, 2008
File:
PDF, 654 KB
english, 2008
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