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Diagonal BEKK Bi-GJR-GARCH(1,1)+t-Distribution | Download Table
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Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach - ScienceDirect
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PDF) Research on the Correlation Between Economic Policy Uncertainty, Exchange Rate, and Stock Market—Empirical Analysis Based on DCC and BEKK-GARCH Model
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model - Wang - 2018 - Journal of Forecasting - Wiley Online Library
estimation results of BEKK-GARCH model | Download Scientific Diagram
