Media type: E-Article Title: Realized BEKK-CAW models Contributor: Asai, Manabu [Author]; So, Mike Ka-pui [Author] Published: 2023 Published in: Journal of time series econometrics ; 15(2023), 1 vom: Jan., Seite 49-77 Language: English DOI: 10.1515/jtse-2022-0009 Identifier: Keywords: asymptotic theory ; conditional autoregressive Wishart ; quasi-maximum likelihood estimation ; realized multivariate GARCH ; variance targeting ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access