"BEKKs: An R Package for Estimation of Conditional Volatility of ..."

Markus J. Fülle et al. (2024)

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DOI: 10.18637/JSS.V111.I04

access: open

type: Journal Article

metadata version: 2025-01-27

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Markus J. Fülle, Alexander Lange, Christian M. Hafner, Helmut Herwartz:
BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series. J. Stat. Softw. 111(4) (2024)

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