On the univariate representation of BEKK models with common factors (Q1695673)
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scientific article; zbMATH DE number 6835920
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| English | On the univariate representation of BEKK models with common factors |
scientific article; zbMATH DE number 6835920 |
Statements
On the univariate representation of BEKK models with common factors (English)
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7 February 2018
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common GARCH
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factor models
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BEKK
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final equations
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0.7845895886421204
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0.7717728614807129
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0.7638132572174072
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0.7476911544799805
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0.74665766954422
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