What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model

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ژورنال

عنوان ژورنال: Journal of Risk and Financial Management

سال: 2019

ISSN: 1911-8074

DOI: 10.3390/jrfm12020066