多元GARCH模型预测的Matlab程序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. % % % 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
