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Multivariate Hyper-Rotated GARCH-BEKK.

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Bibliographic Details
Title: Multivariate Hyper-Rotated GARCH-BEKK.
Authors: Asai, Manabu1 (AUTHOR) m-asai@soka.ac.jp, McAleer, Michael2,3,4,5,6 (AUTHOR)
Source: Journal of Time Series Econometrics. Jul2022, Vol. 14 Issue 2, p175-198. 24p.
Database: Mathematics Source
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Description
ISSN:19411928
DOI:10.1515/jtse-2021-0006