Yiyu Huang, Wenjing Su, Xiang Li. Comparison of BEKK GARCH and DCC GARCH Models: An Empirical Study. In Longbing Cao, Jiang Zhong, Yong Feng, editors, Advanced Data Mining and Applications - 6th International Conference, ADMA 2010, Chongqing, China, November 19-21, 2010, Proceedings, Part II. Volume 6441 of Lecture Notes in Computer Science, pages 99-110, Springer, 2010. [doi]
Abstract is missing.