Stelzer, R. On the relation between the vec and bekk multivariate GARCH models: Notes and problems.
Chicago ZitierstilStelzer, Robert. On the Relation between the Vec and Bekk Multivariate GARCH Models: Notes and Problems.
MLA ZitierstilStelzer, Robert. On the Relation between the Vec and Bekk Multivariate GARCH Models: Notes and Problems.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.