Bekk

基本解释

In the later part of the paper we established 3-variable BEKK model and Cholesky decomposition model including three exchange rates: Euros, Canadian dollars, pound sterling and focus on the time-varying correlation coefficient.
并在例子部分对欧元、加元、英镑的汇率收益建立了BEKK和Cholesky分解模型。重点关注相关系数随时间变化这一特征。
Keywords bekk smoothness;parker print-surf roughness（P．P．S）;printing effect;
别克平滑度;印刷表面粗糙度;印刷效果;
BEKK model
BEKK模型
Bekkū Sadao
别宫贞雄(1922-),日本人,作曲家、音乐教授。
Bekkū
别宫(姓,日本)