Departmental Bulletin Paper Initial Values on Quasi-Maximum Likelihood Estimation for BEKK Multivariate GARCH Models

Manabu, ASAI

44 ( 1/2/3/4 )  , pp.45 - 52 , 2015-03-31 , 創価大学経済学会
ISSN:03883027
NCID:AN00133883
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