ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS.

MLA

“On the Relation between the Vec and Bekk Multivariate Garch Models.” Econometric Theory, vol. 24, no. 4, Aug. 2008, pp. 1131–36. EBSCOhost, https://doi.org/10.1017/S0266466608080456.

APA

On the Relation between the Vec and Bekk Multivariate Garch Models. (2008). Econometric Theory, 24(4), 1131–1136. https://doi.org/10.1017/S0266466608080456

Chicago

“On the Relation between the Vec and Bekk Multivariate Garch Models.” 2008. Econometric Theory 24 (4): 1131–36. doi:10.1017/S0266466608080456.