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Comparison of BEKK GARCH and DCC GARCH Models: An Empirical Study.

Yiyu HuangWenjing SuXiang Li
Published in: ADMA (2) (2010)
Keyphrases
  • garch model
  • stock market
  • multivariate time series
  • sar images
  • data mining
  • data analysis
  • dimensionality reduction