User: Guest  Login
Title:

On the relation between the vec and BEKK multivariate GARCH models

Document type:
Zeitschriftenaufsatz
Author(s):
Stelzer, Robert
Journal title:
Econ. Theory
Year:
2008
Journal volume:
24
Journal issue:
04
Fulltext / DOI:
doi:10.1017/s0266466608080456
Publisher:
Cambridge University Press (CUP)
E-ISSN:
0266-46661469-4360
Date of publication:
04.04.2008
 BibTeX