Further results on the vecd operator and its applications (Q5077187)
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scientific article; zbMATH DE number 7528683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further results on the vecd operator and its applications |
scientific article; zbMATH DE number 7528683 |
Statements
Further results on the vecd operator and its applications (English)
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18 May 2022
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vech
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vecd
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BEKK model
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Kronecker product
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volatility spillover
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Wald test
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