ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS (Q3632412): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:20, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS |
scientific article |
Statements
ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS (English)
0 references
11 June 2009
0 references
