What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model

Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

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Original languageEnglish
Place of PublicationRotterdam
EditionEconometric Institute report EI2019-14
Publication statusPublished - 2019

Publication series

SeriesEconometric Institute report
VolumeEI2019-14

Research programs

  • ESE - E&MS

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