Asymmetric version of unrestricted Bivariate BEKK model

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bvguizar
Posts: 40
Joined: Sat Aug 28, 2010 6:56 am

Asymmetric version of unrestricted Bivariate BEKK model

Postby bvguizar » Wed Mar 04, 2015 5:24 pm

Hi,
Can anyone help me to code the asymmetric version of the bivariate BEKK model (Kroner & Ng, 1998)?

Thank you
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