机译:BEKK-GARCH模型中的多元方差定位
Department of Economics, University of Copenhagen, Oester Farimagsgade 5, Building 26, DK-1353 Copenhagen K, Denmark;
Department of Economics, University of Copenhagen, Oester Farimagsgade 5, Building 26, DK-1353 Copenhagen K, Denmark ,Center for Research in Econometric Analysis of Time Series, Department of Economics and Business, Aarhus University, Fuglesangs Alle 4, DK-8210 Aarhus V, Denmark;
Asymptotic theory; BEKK; Covariance targeting; Multivariate GARCH; Time series; Variance targeting;
机译:多元GARCH模型的方差目标估计。
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