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To cite BEKKs in publications use:
Fülle MJ, Lange A, Hafner CM, Herwartz H (2024). “BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series.” Journal of Statistical Software, 111(4), 1–34. doi:10.18637/jss.v111.i04.
Corresponding BibTeX entry:
@Article{,
title = {{BEKKs}: An {R} Package for Estimation of Conditional
Volatility of Multivariate Time Series},
author = {Markus J. F\"ulle and Alexander Lange and Christian M.
Hafner and Helmut Herwartz},
journal = {Journal of Statistical Software},
year = {2024},
volume = {111},
number = {4},
pages = {1--34},
doi = {10.18637/jss.v111.i04},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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