[R] the significance of BEKK estimation

bilelsan sanbilel at yahoo.fr
Fri Sep 30 13:05:46 CEST 2011

Hi zoe,
it's easy in a spreadsheet to calculate the p-value; estimates/stand.error =
for the asymmetry you must use:
model=mGJR.est(eps1=#1, eps2=#2, order=c(1,1,1))


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