Pages that link to "Item:Q3632412"
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The following pages link to ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS (Q3632412):
Displaying 3 items.
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Model identification using the efficient determination criterion (Q739604) (← links)
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)