Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
نویسندگان
چکیده
منابع مشابه
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
Discussion Papers are a series of manuscripts in their draft form. They are not intended for circulation or distribution except as indicated by the author. For that reason Discussion Papers may not be reproduced or distributed without the written consent of the author. for financial support. This is an abridged and revised version of a paper entitled " Do we really need both BEKK and DCC? A tal...
متن کاملvitamin and mineral supplements: do we really need them?
in the united states, 40 – 50% of the men and women 50 years of age or older regularly use multivitamin/mineral (mvm) supplements, making the annual sales of these supplements over $11 billion. however, the question remains whether using mvm supplements is beneficial to health. this article reviews the results of randomized studies of mvm supplements and individual vitamins/mineral supplements ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2009
ISSN: 1556-5068
DOI: 10.2139/ssrn.1338190