mgarchBEKK (Q55475)
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Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | mgarchBEKK |
Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes |
Statements
6 December 2022
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Harald Schmidbauer
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Angi Roesch
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Identifiers
13 December 2022
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