"Comparison of BEKK GARCH and DCC GARCH Models: An Empirical Study."

Yiyu Huang, Wenjing Su, Xiang Li (2010)

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DOI: 10.1007/978-3-642-17313-4_10

access: closed

type: Conference or Workshop Paper

metadata version: 2021-12-02

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Yiyu Huang, Wenjing Su, Xiang Li:
Comparison of BEKK GARCH and DCC GARCH Models: An Empirical Study. ADMA (2) 2010: 99-110

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