BEKK-GARCH模型之Matlab编程function parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores = full_bekk_mvgarch(data,p,q, BEKKoptions)% PURPOSE:% To Estimate a full BEKK multivariate GARCH model. *SEE WARNING AT END OF HELP FILE*% USAGE:% parameters, loglikelihood, Ht, likelihoods, stdresid, stderrors, A, B, scores = full_bekk_mvgarch(data,p,q,options);% INPUTS:% data - A t by k matrix of zero mean residuals% p - The lag length of the innovat
