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