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- Tue Jun 21, 2016 4:56 pm
- Forum: ARCH and GARCH Models
- Topic: Scalar BEKK
- Replies: 1
- Views: 4919
Scalar BEKK
Hi, I'm new to RATS so apologies in advance if this is a rookie question. :) I'm trying to estimate a Scalar BEKK model, but can't seem to find anything about this in User's guide, GARCH workbook or any forums. However, I have been able to find this: http://lipas.uwasa.fi/~sjp/Teaching/mvs/lectures/...