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Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management

  • DE Allen
  • , Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

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Original languageEnglish
Place of PublicationRotterdam
Number of pages28
EditionEconometric Institute Report Series EI2017-22
Publication statusPublished - 2017

Research programs

  • ESE - E&MS

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