Do we really need both BEKK and DCC? A tale of two multivariate GARCH models

M Caporin, Michael McAleer

Research output: Working paper › Academic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Pages1-19
Number of pages19
Publication statusPublished - 2010

Publication series

SeriesEI report serie
VolumeEI 2010-13

Research programs

  • EUR ESE 31

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