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~isPartOf:"Journal of economic surveys"
~person:"Chang, Chia-Lin"
~person:"Koop, Gary"
~person:"McAleer, Michael"
~subject:"Scientific modelling"
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Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
26
(
2012
)
4
,
pp. 736-751
Persistent link: https://www.econbiz.de/10009712816
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