@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042854, author = {Caporin, Massimiliano and McAleer, Michael}, month = {Feb}, note = {application/pdf, Forthcoming in Journal of Economic Surveys., 本文フィルはリンク先を参照のこと}, title = {Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models}, year = {2010} }