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Estimation results of parameters for multivariate BEKK-GARCH model.

Figshare2024-12-05 更新2026-04-28 收录

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Estimation results of parameters for multivariate BEKK-GARCH model.

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2024-12-05

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Appraisal of Excess Kurtosis in the Returns Series

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The aim of this study is to appraise if there is any improvement subtracting the effects of outliers from existing heteroscedastic models and whether this improvement makes difference with the existin

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Estimation results of parameters for multivariate BEKK-GARCH model.

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