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

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

Econometrics

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

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Original language	English
Place of Publication	Rotterdam
Edition	Econometric Institute report EI2019-14
Publication status	Published - 2019

Publication series

Series	Econometric Institute report
Volume	EI2019-14

Access to Document

Repub_115762_O-A.pdfFinal published version, 436 KB

http://hdl.handle.net/1765/115762

Cite this

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year = "2019",

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publisher = "Econometric Institute, EUR",

edition = "Econometric Institute report EI2019-14",

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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. / McAleer, Michael.
Econometric Institute report EI2019-14 ed. Rotterdam, 2019. (Econometric Institute report, Vol. EI2019-14).

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

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