Is there any implementation for Multivariate GARCH -BEKK model?

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Abdulatif Alabdulatif
Abdulatif Alabdulatif il 27 Lug 2017
Modificato: Nirav Sharda il 2 Ago 2017
Hello all,
Is there any implementation for Multivariate GARCH-BEKK model? I am not familiar with MATLAB too much and I need a simple implementation that I can use.
Thank you

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