Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Massimiliano Caporin; Michael McAleer
| Year of publication: |
2012
|
|---|---|
| Authors: | Caporin, Massimiliano ; McAleer, Michael |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0950-0804, ZDB-ID 722946-X. - Vol. 26.2012, 4, p. 736-751
|
| Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009712816