DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS

Massimiliano Caporin and Michael McAleer

Journal of Economic Surveys, 2012, vol. 26, issue 4, 736-751

Date: 2012
References: Add references at CitEc
Citations: View citations in EconPapers (121)

Downloads: (external link)
http://hdl.handle.net/10.1111/j.1467-6419.2011.00683.x (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models (2010)
Working Paper: Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models (2010)
Working Paper: Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models (2010)
Working Paper: Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models (2010)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jecsur:v:26:y:2012:i:4:p:736-751

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0950-0804

Access Statistics for this article

More articles in Journal of Economic Surveys from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().