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by Sasquatch
Sat Jan 05, 2019 4:59 am
Forum: Econometric Discussions
Topic: Multivariate GARCH-BEKK
Replies: 1
Views: 243

Multivariate GARCH-BEKK

Hello everyone! I am conducting studies with capital market variables and economic activity in some Latin American countries. The study traces the period of the global economic crisis of 2008. I have 10 endogenous variables and 2 exogenous dummy variables (one for the crisis period and another for t...

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