Asymmetric version of unrestricted Bivariate BEKK model
Posted: 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
Can anyone help me to code the asymmetric version of the bivariate BEKK model (Kroner & Ng, 1998)?
Thank you