On the relation between the vec and BEKK multivariate GARCH models
Year of publication: |
2008
|
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Authors: | Stelzer, Robert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 4, p. 1131-1136
|
Subject: | Schätzung | Estimation | ARCH-Modell | ARCH model | Theorie | Theory | Multivariate Analyse | Multivariate analysis |
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