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    Give-Ruchira Khempeth
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    This study from 2010 compares two multivariate GARCH models - BEKK and DCC - to determine if both are needed. The author Michael McAleer uses theoretical and empirical methods to test the hypothesis that the two models may provide redundant information. The analysis period is unspecified. The findings are not described in the given document.

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    This study from 2010 compares two multivariate GARCH models - BEKK and DCC - to determine if both are needed. The author Michael McAleer uses theoretical and empirical methods to test the hypothesis that the two models may provide redundant information. The analysis period is unspecified. The findings are not described in the given document.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    3 views1 page

    Table Literature List

    Uploaded by

    Give-Ruchira Khempeth
    This study from 2010 compares two multivariate GARCH models - BEKK and DCC - to determine if both are needed. The author Michael McAleer uses theoretical and empirical methods to test the hypothesis that the two models may provide redundant information. The analysis period is unspecified. The findings are not described in the given document.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Authors Year of Theory Hypothesis Method Data Period of Analysis Findings

    publication
    Michael 2010 “Do We
    McAleer Really Need
    Both BEKK
    and DCC? A
    Tale of Two
    Multivariate
    GARCH
    Models”

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