ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS (Q3632412)

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ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS
scientific article

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    title
    ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS (English)
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    author
    Robert Stelzer
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    publication date
    11 June 2009
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    60J05
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    60B99
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    zbMATH DE Number
    5564030
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